Which of the following is approximately the VAR for one year at 5 percent of a portfolio of $10 million of asset A, whose expected return is 15% and volatility is 35%, and $15 million of asset B, whose expected return is 21% and volatility is 30%, where the correlation between the two assets is .2. a. $5.6 million b. $10 million c. $15 million d. $1.25 million e. none of the above