Suppose that the standard deviation of monthly changes in the price of spot corn is (in cents per pound) 2. The standard deviation of monthly changes in a futures price for a contract on corn is 3 . The correlation between the futures price and the commodity price is 0.9. It is now September 15 . A cereal producer is committed to purchase 100,000 bushels of corn on December 15 . Each corn futures contract is for the delivery of 5,000 bushels of corn. In order to hedge the cereal producer's risk, he/she should go corn futures contracts. A) long B) short C) neither long nor short D) both long and short