Is the volatility of the dollar return to an investment in the Japanese equity market the sum

Question:

Is the volatility of the dollar return to an investment in the Japanese equity market the sum of the volatility of the Japanese equity market return in yen plus the volatility of dollar/yen changes? Why or why not?

Exchange Rate
The value of one currency for the purpose of conversion to another. Exchange Rate means on any day, for purposes of determining the Dollar Equivalent of any currency other than Dollars, the rate at which such currency may be exchanged into Dollars...