Senn's trade needs no scale at all. When an exposure is correlated with the rest of your life, pay a known cost to reduce it rather than hold out for the last few percent. Your correlated exposure is unavoidable: income, company equity and professional network all depend on the same thing. If a liquidity event ever offers a certain price against a contingent one, the right question is what correlated risk the premium retires — not how much you are leaving behind.