Component VaR is calculated using the formula: $CVaR_i = w_i \times W \times MVaR_i$ where $w_i \times W$ is the dollar amount invested in stock T, and $MVaR_i$ is the Marginal VaR of stock T.

The Marginal VaR is the partial derivative of the portfolio VaR with respect to the weight of stock T: $MVaR_i = z \times \rho_{i,p} \times \sigma_i$ where $z$ is the standard normal deviate for the 95% confidence level ($1.645$),$\rho_{i,p}$is the correlation between stock T and the portfolio (`$0.45$), and $\sigma_i$ is the standard deviation of stock T ($0.13`$).

Plugging the values into the component VaR formula: $CVaR_i = Amount_i \times z \times \rho_{i,p} \times \sigma_i$ $CVaR_i = 15 \times 1.645 \times 0.45 \times 0.13 = 1.4435 \text{ million}$

This is approximately CAD 1.444 million, making Option B the correct answer.