Suppose that the standard deviation of monthly changes in the price of commodity A is 0.30. The standard deviation of monthly changes in a futures price for a contract on commodity B (which is similar to commodity A) is 0.32. The correlation between the futures price and the commodity price is 0.90. What hedge ratio (after rounding) should be used when hedging a one month exposure to the price of commodity A? (just show the formulas, calculation and answer, no need for long texts please)