A risk manager is attempting to hedge an investment in zirconium using futures contracts. Since there are no available futures contracts specifically for zirconium, the risk manager needs to identify the most suitable alternative futures contract. To achieve this, the risk manager has performed a regression analysis to compare the daily price changes of zirconium with the daily price changes of other assets that do have associated futures contracts. The results of this regression analysis are summarized in the table below:

Asset	α	β	R²
A	1.25	1.03	0.62
B	0.67	1.57	0.81
C	0.01	0.86	0.35
D	4.56	2.30	0.45

Given the regression results in the table, which asset's futures contracts would likely minimize the basis risk when used for hedging the zirconium investment?