Your portfolio has only Asset A and Asset B. The stand-alone VaR for A is $1M and for B is $2M. What are the maximum and minimum possible VaRs for the total portfolio, and under what correlation assumptions do they occur?

你的投资组合只有资产A和资产B。A的独立VaR是100万，B的VaR是200万。这个组合的最大和最小VaR可能是多少？分别在什么相关性假设下发生？