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A bank holds two bond positions both of which have a DEAR of $5 million. The correlation coefficient between the two bond portfolios' daily returns

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A bank holds two bond positions both of which have a DEAR of $5 million. The correlation coefficient between the two bond portfolios' daily returns is 0.6. Which one is closest to the DEAR of the bank's total bond position? (Please round your calculation to the nearest 2nd decimal)

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