Question 3 1 pts Based on the minimum variance hedge ratio approach, what is the optimal number of futures contracts to deploy. given the following information. The correlation coefficient between changes in the underlying instrument's price and changes in the futures contract price is 0.8, the standard deviation of the changes in the underlying position's value is 95%, and the standard deviation of the changes in the futures contract's price is 20%. Assume you are long the spot asset. long 15 futures contracts short 4 futures contracts short 28 futures contracts long 3 futures contracts short 5 futures contracts