C# async method call a SQL Server stored procedure throws an exception on open database connection

Question

I have a list of object to process asynchronously

publiv void Processing(Task<MyObjects> myObjects)
{
    var tasks = new List<Task>();

    foreach(var myObject in myObjects.Result)
    {
        Task task = Task.Run(() => MyAsyncMethod(myObject));
        tasks.Add(task);
    }
    Task.WaitAll(tasks.ToArray());  
}

void MyAsyncMethod(MyObject myObject)
{
    // In some case I have to call the stored procedure
    int result = MyStoredProcedure();
}

In MyAsyncMethod, in some case (more or less often), I have to call a storee procedure (SQL Server). In this method:

public int MyStoredProcedure()
{
    var connection = new SqlConnection("myConnectionString");
    connection.Open();

    using(connection)
    {
       var parameters = new DynamicParameters();
       //some parameters here
       connection.Execute("the stored procedure name", parameters, null, null, CommandType.StoredProcedure);
       return valueValueFromStoreProc;
    }
}

The code works when I have 1 or 2 items but I have much more to process.

I get this error when I open the connection

at System.Data.SqlClient.SqlConnection.TryOpenInner(TaskCompletionSource`1 retry)

when I open the connection

Is it a problem of concurrency? A limitation of number of connections? Should I may be lock the section part in MyAsyncMethod where I call the stored procedure? I tried a TransactionScope around using in MyStoredProcedure but I have the same problem.

Do you have an idea ?

Thanks