Suppose company A today enters a contract with company B for delivering 10,000 units of commodity c three months from today. Company A wants to hedge the risk of this position. Unfortunately, there is no futures market for commodity c. There is, however, a futures market for commodity d that includes a futures contract with maturity of three months. Suppose that it is found from historical data that the standard deviation of the commodity-c price is c = 0.02, the standard deviation of the commodity-d three-month futures price is d = 0.01, and the correlation between the two is 0.8. Find the hedging strategy with the minimal variance, and compute this minimal variance