Suppose that the economic capital estimate for two business units are as follows:

Type of risk	Business unit 1	Business unit 2
Market risk	10	50
Credit risk	30	30
Operational risk	50	10

The correlation between market risk and credit risk in the same business unit is 0.3. The correlation between credit risk in one business unit and credit risk in the other is 0.7. The correlation between market risk in one business unit and market risk in the other is 0.2. All other correlations are zero. Calculate the total economic capital. How much should be allocated to each business unit?