Using a Linear Regression of Changes in Spot Asset Prices $R ^ { 2 }$

Multiple Choice

Using a linear regression of changes in spot asset prices on changes in futures asset prices, the minimum-variance hedge ratio may be obtained

A) As the intercept coefficient in the regression.
B) As the slope coefficient in the regression.
C) As the $R ^ { 2 }$ of the regression.
D) As the square-root of the variance of the residuals from the regression.