The bank's trading book consists of the following two assets:

Asset	Annual Return	Volatility of Annual Return	Value
A	10%	25%	100
B	20%	20%	50

Correlation (A, B) = 0.2

How would the daily VaR at 99% level change if the bank sells 50 worth of asset A and buys 50 worth of asset B? Assume there are 250 trading days in a year. (μ₁-day = 0)