Pear, Inc. is looking to hedge against the volatility in plastic prices over the next 7.5 months. Given that the correlation between Commodity A's futures and plastic prices is 0.85 and the correlation between Commodity B's futures and plastic prices is 0.92, and considering both commodities offer futures contracts with 6-month and 9-month expirations, which futures contract would provide the most effective hedge, assuming liquidity issues are not a concern?