Consider a firm with a portfolio of traded assets worth $100 million with a VaR of $20 million. This firm considers selling a position worth $1 million to purchase a position with the same value in a different asset. The covariance of the return of the position to be sold with the return of the portfolio is 0.05. The asset it acquires is uncorrelated with the portfolio. By how much does the VaR change with this trade?