Diversified VaR of two positions

A book holds two positions: $1,000,000 in asset A (daily return σ = 2%) and $1,000,000 in asset B (daily return σ = 3%), with return correlation $\rho = 0.5$. Returns are jointly normal (mean ≈ 0). Compute the combined 95% 1-day VaR of the book, in dollars, using $z_{0.95}=1.645$. (Round to the nearest hundred dollars.)