since i am in Penang now, i have searched through various shopping mall near Komtar area, and have found that the money changer at ground floor of Prangin mall should be the cheapest of all I asked around that area. the name for the money changer is Cairns Multirade sdn bhd which sell KRW in only 2.80 ( should be the most cheapest in the town, but more importantly, it is even cheaper than the one in Midvalley.) 

as i remember my friend told me that nowadays KRW rate is rising, and without a doubt, after knowing that it is 2.80 selling, i buy it for RM1500 because I guess it is nearly impossible to get a < 2.80 in current time. 

Pay using your Credit Card (prefer Maybankard Visa/MasterCard for lower conversion rate).
Then get your colleague to pay the amount charged to your credit card.