Leonardo DiCaprio is set to “bare it all” in the highly anticipated Martin Scorsese flick ‘The Wolf of Wall Street,’ it has been revealed. “There will be some pretty illicit sex scenes coming up,” the New York Daily News quoted an insider as saying. “It involves four guys and two girls,” the source said. There’ll even be a little guy-on-guy action in one of the orgies – but DiCaprio won’t be in those. Scorsese’s film follows the rise and eventual imprisonment of drugged-out real-life former stockbroker Jordan Belfort, who is now a motivational speaker, and says he has been sober since his life imploded in the go-go late ’90s and he went to prison. The movie started shooting in the Financial District over the weekend and there’ll be more filming in midtown this week. Later this month, the action will move to a Hamptons estate. DiCaprio was spotted rehearsing at Bank of America with co-star Jonah Hill. Matthew McConaughey also stars, as Belfort’s mentor.