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15. Bank C is estimating the aggregate DEAR of the bank's portfolio of assets consisting of loans (L), foreign currencies (FX), and common stock (EQ).

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15. Bank C is estimating the aggregate DEAR of the bank's portfolio of assets consisting of loans (L), foreign currencies (FX), and common stock (EQ). The individual DEARs are $300,000, $200,000, and $100,000, respectively. If the correlation coefficients (pij) between Land FX, L and EQ, and FX and EQ are 0.2, 0.8, and -0.1, respectively, what is the DEAR of the aggregate portfolio? A. $533,219 B. $456,070 C. $284,323 D. $208,000 E. $460,434

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