Suppose that the standard deviation of monthly changes in the price of commodity A is $7.65. The standard deviation of monthly changes in a futures price for a contract on commodity B (which is similar to commodity A) is $9.35. 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? Answer with 2 decimal digits accuracy. Example: 0.57