6. Suppose that the economic capital estimate for two business units are as follows: Type of risk Market risk Credit risk Operational risk Business 10 30 50 Unit1 Business Unit 2 50 30 10 The correlation between market risk and credit risk in the same business unit is 0.3. The corre- lation between credit risk in one business unit and credit risk in the other is 0.7. The correlation between market risk in one business unit and market risk in the other is 0.2. All other correlations are zero. Calculate the total economic capital. How much should be allocated to each business unit