Assume a world in which the assumptions of portfolio theory hold. Going short is allowed. Assume that only risky securities A and

$B$ are traded in this world. Furthermore, it is given:

The correlation coefficient between the returns of A and $B$ is equal to $0\mathrm{.}00.$ Investor $x$ shorts $3000$ in $A($short position in $A)$ and

invests $11100$ in B $($long in B$).$

What is the wealth of investor $x,$ as measured in euros?

Round your final answer to an integer $(=$whole$)$ number, ignore the currency sign and do not use a thousands separator.

For example: You calculate a wealth of $12,345\mathrm{.}6789,$ and you now give in: $12346$