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00, respectively 5. Sumitomo Bank's risk manager has estimated that the vars of two of its major trading portfolio, foreign exchange and bonds, are -$150,000

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00, respectively 5. Sumitomo Bank's risk manager has estimated that the vars of two of its major trading portfolio, foreign exchange and bonds, are -$150,000 and -9250,000, respe What is the total VaR of Sumitomo's trading portfolio if the correlation among assets is assumed to be -1? A. -$291,548 B. -$380,789 C. -$400,000 D. -$100,000 E. -$350,000

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