To determine the closest estimate of the new 10-day 99% Value at Risk (VaR) for a two-asset portfolio, consider the following factors: The portfolio has an equally weighted allocation between the two assets, where each asset has a daily return volatility of 2%. The total portfolio value is USD 20 million, and the initial 10-day 99% VaR is USD 2.33 million. Assume that the correlation between the two assets is doubled. What would be the new 10-day 99% VaR under this revised correlation scenario?