Siemens Had Operations in Both Malaysia and Thailand

Siemens had operations in both Malaysia and Thailand. In the past the Malaysian ringgit and Thai baht were highly correlated in their movements against the euro. Which of the following is correct? If the Malaysian unit has net inflows of ringgit and the Thai unit has net inflows of baht, then Siemens' combined transaction exposure

A) approximately equals the sum of its ringgit and baht exposures
B) is less than the sum of its ringgit and baht exposures because the currencies are highly correlated
C) is less than the sum of its ringgit and baht exposures because of diversification between the company's subsidiaries
D) is not significant due to the highly correlated nature of the two currencies