Question 15 of 20 Section time 50:56 Done'Answering Choose One Short 80 Assume X and Y Futures that expire at the same time are correlated in price changes. The correlation is roughly 0.8. Knowing that the X price changes with a relatively stable variance 0.49, and Y price changes with variance 1.69. If you are long 100 X futures, and is to hedge it with Y futures, what should be your Y position? Long 120 O Short 151 Long 149 Short 43 Long 57