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)