Suppose that the standard deviation of monthly changes in the price of commodity A is $2.5. The standard deviation of monthly changes in a futures price for a contract on commodity B (which is similar to commodity A) is $3. The correlation between the futures price and the commodity price is 0.95. What hedge ratio should be used when hedging a one month exposure to the price of commodity A? 0.60 OOO 0.67 1.45 0.79