I took AJ to a friend's house who had a ferret. The ferret was really curious about AJ and kept sneaking up on him to sniff his tail. AJ would turn around like, "What the…???" Eventually, it turned into a game and they had a blast playing hide and seek. It was hilarious to watch them. The ferret would run this way and that around, under and over the couch, poking her nose out of her hiding place and waiting for AJ to "find" her. He never did anything to indicate he would hurt her.
Even so, I wouldn't leave him alone with her loose in the house. He is a hunting dog, after all.