I think the answer was US bonds. I followed these steps:
1) Get VaR of portfolio, before any additional exposures
2) Get VaR of US Bonds, given STDEV and exposure amount.
3) Calculate aggregate VaR using the square root formula, using the correlation given.
The output was an aggregate Var below the maximum "budget", which was not the case with European securities due to their high correlation (0,8 I think it was).
Yup/... 12.5 million VaR less than the limit of 13 mil