You are trying to determine the best contract to hedge your portfolio. You regress changes to your portfolio against changes against a number of other futures contracts and calculate the correlations, You find the following: Correlation between your portfolio and the S&P500 index = +.82 Correlation between your portfolio and the 10-year T-note = +.20 Correlation between your portfolio and Gold - - 15 Correlation between your portfolio and Oil -.90 Which futures contract will provide the most effective hedge? Oll 10 year T-note S&P500 index Gold