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What is the correlation that we should use in the IRB formula if w=0.5 (w is the weight associated with 12% correlation) and the borrower

What is the correlation that we should use in the IRB formula if w=0.5 (w is the weight associated with 12% correlation) and the borrower has more than Euro 50m in sales?

A) 8% B) 12% C) 18% D) 24%

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