Suppose that the standard deviation of monthly changes in the price of commodity A is 5 The standard deviation of monthly changes in a futures price for a contract on commodity B (which is similar to commodity A ) is 5 . The correlation between the futures price and the commodity price is 0.582 . What hedge ratio should be used when hedging a one month exposure to the price of commodity A ? 0.52 0.49 0.64 0.58 0.55