A corn product manufacturer is expecting to need 65,000 bushels of corn in 9 months from now and would like to use Futures contract to hedge the risk associated with future corn price. The corn futures contract expiring in 9 months from now is currently traded at $23 per bushel where each futures contract is written on 5,000 bushels of corn. Which of the following position should the corn product manufacturer take to fully hedge the risk of corn price in 9 months from now? Question 4 options: Long (buy) 65,000 corn Futures contract Short (sell) 65,000 corn Futures contract Long (buy) 13 corn Futures contract Short (sell) 13 corn Futures contract