i need question 18 please.

A trader owns 45,000 units of a particular asset and decides to hedge the value of her position with futures contracts on another related asset. Each futures contract is on 9.000 units. The spot price of the asset that is owned is $32 and the standard deviation of the change in this spot price over the life of the hedge is estimated to be $0.38. The futures price of the related asset is $37 and the standard deviation of the change in this futures price over the life of the hedge is $0.45. The coefficient of correlation between the spot price change and futures price change is 0.85. What is the optimal hedge ratio? (a) 1.0066 (b) 0.8022 (c) 1.1250 (d) 0.7178 (e) None of the above Question 18 1 pts Using the data provided in the preceding question, what is the optimal number of contracts the trader should take (rounded to the nearest whole number): (a) Long 4 contracts (b) Long 3 contracts (c) Short 4 contracts (d) Short 3 contracts (e) None of the above