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　　A USD 1,000,000 credit portfolio contains 15 holdings of equal face value. The portfolio's holdings are assumed to be independent, each with a recovery rate of 0% and a default probability of 5%. The credit VaR at a 95% confidence level for this portfolio is closest to:
　　A. USD 67,000.
　　B. USD 83,000.
　　C. USD 133,000.
　　D. USD 200,000.
　　Answer:C