Suppose that the standard deviation of monthly changes in the price of commodity sugar is $5. The standard deviation of monthly changes in a futures price for a contract on commodity corn is $8. The correlation between the futures price of commodity corn and the commodity sugar's price is 0.6. What the nearest hedge ratio should be used when hedging a onemonth exposure to the price movement of commodity sugar? 0.960 0.625 0.528 0.375