15. Lin Storti, a U.S. citizen, is considering investing in both U.S. and Zanistan common stock index funds. Lin estimates the following market characteristics:

Further, Lin estimates that the U.S. and Zanistan markets are uncorrelated as is the U.S. market return (or the Zanistan market return) and the U.S.-Zanistan currency exchange rate. Given that Lin is planning to hold a portfolio 60% invested in the U.S. index fund and 40% invested in the Zanistan index fund, what are the expected return and standard deviation of Lin's portfolio?

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U.S. market expected return U.S. market standard deviation Zanistan market expected return Zanistan market standard deviation U.S.Zanistan expected currency return U.S.-Zanistan currency return standard deviation Zanistan domestic return and U.S.-Zanistan currency return correlation 20% 18% 30% 30% 0% 10% .15