Three hedge ratios

For centred log prices, $S_{xx} = 4$, $S_{yy} = 9$, $S_{xy} = 4.8$ (arbitrary units). (a) Compute $\hat\beta_{y|x}$, $1/\hat\beta_{x|y}$ and $\hat\beta_{\text{TLS}}$. (b) Verify $\hat\beta_{y|x}\cdot\hat\beta_{x|y} = \hat\rho^2$. (c) Which estimate would you use for a spread trade, and why does the answer matter more when $\hat\rho$ is lower?