An Airline Is Deciding to Hedge with Crude Oil Futures

An airline is deciding to hedge with crude oil futures, gasoline futures, heating oil futures or natural gas futures. Given their associated R-squared relationships between each commodity and jet fluke prices, which futures contract offers the best hedge?

A) Crude oil, R² = .25
B) Gasoline, R² = .18
C) Heating oil, R² = .46
D) Natural gas, R² = .36