I have to find the paper in which this is addressed. It is from a long time ago, and, while I know I have it, I have to put my finger on it. In the meantime, when it's a question of only, say, two or three simultaneous wagers, and the Kelly fraction is reasonably small, the amounts for each are virtually the same as if you made just the single bets.

If you google "simultaneous Kelly wagers," you will find much on the subject.

Don