If Changes in Spot and Futures Prices Are Perfectly Correlated $+ 1$

If changes in spot and futures prices are perfectly correlated over the horizon of a hedge,then

A) The minimum variance hedge ratio is $+ 1$
)
B) The variance of cash flows from a hedged position under the minimum-variance hedge ratio is zero.
C) The net cash flow at maturity of the hedge is zero.
D) The standard deviation of spot price changes must equal the standard deviation of futures price changes.