Your investment bank has an investment of $100 million in the stock of the Swiss Roll Corporation and a short position in the stock of the Frankfurter Sausage Company. Here is the recent price history of the two stocks:

On the evidence of these six months, how large would your short position in Frankfurter Sausage need to be to hedge you as far as possible against movements in the price of SwissRoll?

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Percentage Price Change Month Frankfurter Sausage Swiss Roll January February March - 10 - 10 - 10 -5 - 10 April May June +10 +10 +5 +10 +10