$3\mathrm{.}28.$ The following table gives data on monthly changes in the spot price of a commodity and the futures price of a contract used to hedge it$.$ Use the data to calculate a minimum variance hedge ratio. $($Do not make an adjustment for daily settlement.$)$

$\backslash$table$[[$Spot price change,$+0\mathrm{.}50,+0\mathrm{.}61,-0\mathrm{.}22,-0\mathrm{.}35,+0\mathrm{.}79],[$Futures price change,$+0\mathrm{.}56,+0\mathrm{.}63,-0\mathrm{.}12,-0\mathrm{.}44,+0\mathrm{.}60],[$Spot price change,$+0\mathrm{.}04,+0\mathrm{.}15,+0\mathrm{.}70,-0\mathrm{.}51,-0\mathrm{.}41],[$Futures price change,$-0\mathrm{.}06,+0\mathrm{.}01,+0\mathrm{.}80,-0\mathrm{.}56,-0\mathrm{.}46]]$