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Suppose a portfolio consists of a USD 2 million investment in Euros and a USD 1.95 million investment in AUDs. Additional information is given below:

Suppose a portfolio consists of a USD 2 million investment in Euros and a USD 1.95 million investment in AUDs. Additional information is given below:

Portfolio beta of Euro is 0.89;

Portfolio beta of AUD is 1.45;

Diversified Portfolio VaR is USD 666000;

Based on the given information, the marginal VaR of the AUD position is Answer

. Note that marginal VaR is unitless. Please enter your answer in decimals and use four decimal places.

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