I got this wrong in EOC and I’d like to understand

R 26 , EOC 23.

- an
**increase in the expected return**on Asia-Pacific equities and 2) an**increase in the correlation**between Asia-Pacific equities and European equities. Kreuzer comments: “**Considered independently, and assuming that other variables are held constant, each of these changes in capital market expectations will increase the monthly VAR estimate for the Muth portfolio**.”

Can someone explain what is the impact?