To determine the calculated component Value at Risk (VaR) for stock XYZ within a CAD 20 million portfolio, consider the following details: The portfolio comprises CAD 5 million allocated to stock XYZ, which has an annual standard deviation of returns at 15%. The overall portfolio exhibits an annual standard deviation of 12%, and the returns of stock XYZ have a correlation coefficient of 0.3 with the overall portfolio returns. The portfolio manager is assessing a 1-year 99% VaR under the assumption of normally distributed returns. What is the component VaR for stock XYZ?