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Sumitomo Bank's risk manager has estimated that the DEARs of two of its major assets in its trading portfolio, foreign exchange and bonds, are $150,000

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Sumitomo Bank's risk manager has estimated that the DEARs of two of its major assets in its trading portfolio, foreign exchange and bonds, are $150,000 and $250,000, respectively. Question 9 (10 points) What is the total DEAR of Sumitomo's trading portfolio if the correlation among assets is assumed to be 1.0 ? $100,000$291,548$350,000$380,789$400,000

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