The VaR of a portfolio made of two positions is 50 million euros. In which of the following cases would VaR increase because one of the two positions has been sold? (A) If the two positions have opposite signs (short and long) and are exposed to the negatively-correlated market factors. (B) If the two market factors, to which the two positions are exposed, are totally independent (C) If the two positions have the same sign (both long or short) and are exposed to negatively-correlated market factors (D) VaR never increases, because it guarantees subadditivity