Based on the available options and typical VaR calculations:

Component VaR represents the contribution of a specific asset to the overall portfolio VaR. Marginal VaR measures the change in portfolio VaR for a small change in the position of a particular asset.

Given the options:

• Option A: Component VaR = USD 21,773, Marginal VaR = 0.1306
• Option B: Component VaR = USD 21,773, Marginal VaR = 0.1169
• Option C: Component VaR = USD 19,477, Marginal VaR = 0.1169
• Option D: Component VaR = USD 19,477, Marginal VaR = 0.1306

Without the complete dataset (portfolio weights, correlations, volatilities), I cannot perform the exact calculation. However, based on typical VaR relationships and the pattern of options, Option B appears to be the most consistent with standard VaR calculations where component VaR and marginal VaR values would follow a logical relationship.

Key Concepts:

• Component VaR = Weight × Marginal VaR × Portfolio VaR
• Marginal VaR = ∂(Portfolio VaR)/∂(Weight)
• Component VaR is typically larger than marginal VaR in absolute terms
• The values in Option B (21,773 and 0.1169) show a reasonable proportional relationship