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Suppose that the standard deviation of monthly changes in the price of spot corn is (in cents per pound) 2. The standard deviation of monthly changes in a futures price for a contract on corn is 3 . The correlation between the futures price and the commodity price is 0.9. It is now September 15 . A cereal producer is committed to purchase 100,000 bushels of corn on December 15 . Each corn futures contract is for the delivery of 5,000 bushels of corn. What hedge ratio should be used when hedging a one month exposure to the price of corn? [h=(s/f)] A) 0.60 B) 0.67 C) 1.45 D) 0.90