Suppose that the standard deviation of monthly changes in the price of commodity A is $$4.$ The standard deviation of monthly changes in a futures price for a contract on commodity B $($which is similar to commodity A$)$ is $$5.$ The correlation between the futures price and the commodity price is $0\mathrm{.}5.$ Commodity B futures contract specifies one futures contract is for $10,000$ units of the commodity. What hedge ratio should be used when hedging a one month exposure to $5,000$ units of commodity A$?$