If we extend the VaR method to a two-asset portfolio including another currency receivable with the same standard deviation and expected exchange rate change, what will happen to the maximum 1-month percentage change measure? Why? (Note that the addition of another foreign currency cash flow will both add additional exposure to foreign currency cash flows while also resulting in a foreign currency portfolio diversification effect. In effect, the question comes down to a question of which effect would likely have a greater impact on the MNC's exchange rate exposure.)