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A portfolio has worth 1,000,000 euros and fails from 2 assets A and B with a weight of 50% each. Their volatility is 25% for

A portfolio has worth 1,000,000 euros and fails from 2 assets A and B with a weight of 50% each. Their volatility is 25% for each the linear correlation coefficient is 0.5. The coefficient is 1,645. How much is the VAR?

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