$$If the minimum$-$variance hedge ratio is calculated as $1\mathrm{.}0,$ the hedge must be perfect." This statement is $(1)$ ;

$$If the asset to be hedged is the same as the underlying of a forward contract, then the minimum variance hedge ratio is always $1\mathrm{.}0.($Assume the size of the forward contract relative to the asset to be

hedged is $1\mathrm{.}0.)"$ This statement is A$.$ True; False

B$.$ False; True

C$.$ True; True

D$.$ False; False