A financial institution's risk analyst uses Euler's theorem to assess how each loan impacts the Value at Risk (VaR) of a loan portfolio. The portfolio has a total VaR of GBP 20,300. Provided below are the details of the three loans within the portfolio:

Loan	Loan amount (GBP)	Loan VaR (GBP)	Change in portfolio VaR for a 1% increase in loan VaR
Loan 1	180,000	10,000	58.1
Loan 2	200,000	8,000	65.6
Loan 3	160,000	9,500	Unknown

The correlation coefficients between the loan pairs in the portfolio are:

Loan pair	Correlation
Loan 1 and Loan 2	0.1
Loan 1 and Loan 3	0.1
Loan 2 and Loan 3	0.8

Determine the closest estimate of the contribution of Loan 3 to the overall portfolio VaR.