You Invest $100 Each in Two Bonds $- 20$ )
B)Zero

You invest $100 each in two bonds.Each bond will pay you $110 at the end of the year with probability 0.98 and nothing with probability 0.02.The correlation between the bonds is zero.In this scenario,the 98%-VaR of your portfolio is

A) $- 20$
)
B) Zero.
C) $90
D) $200