Suppose that the variance of monthly changes in the price of commodity A is 16. The variance of monthly changes in a futures price for a contract on commodity B (which is similar to commodity A) is $25. The correlation between the futures price and the commodity price is 0.85. What hedge ratio should be used when hedging a one month exposure to the price of commodity A?

a. 0.68 b. 1.06 c. 0.54