  We examine the superconducting anisotropy $\gamma_c = (m_c / m_{ab})^{1/2}$
of a metallic high-$T_c$ superconductor MgB$_2$ by measuring the magnetic
torque of a single crystal. The anisotropy $\gamma_c$ does not depend
sensitively on the applied magnetic field at 10 K. We obtain the anisotropy
parameter $\gamma_c = 4.31 \pm 0.14$. The torque curve shows the sharp
hysteresis peak when the field is applied parallel to the boron layers. This
comes from the intrinsic pinning and is experimental evidence for the
occurrence of superconductivity in the boron layers.
