A risk manager assumes that the joint distribution of returns is multivariate normal and calculates the following risk measures for a 2-asset portfolio:

| Asset | Position | Individual VaR | Marginal VaR | VaR Contribution |

|-------|------------|----------------|--------------|------------------|

| 1 | USD 100 | USD 23.3 | 0.176 | USD 17.6 |

| 2 | USD 100 | USD 46.6 | 0.440 | USD 44.0 |

| Portfolio | USD 200 | USD 61.6 | | USD 61.6 |

If asset 1 is dropped from the portfolio, what will be the reduction in portfolio VaR?