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20.The annual risk of a Canadian stock is 0.14. The annual risk of the C$/$ exchange rate from a US perspective is 0.21. The correlation

20.The annual risk of a Canadian stock is 0.14. The annual risk of the C$/$ exchange rate from a US perspective is 0.21. The correlation of the two risks is 0.46. From a US perspective, what is the annual risk of an investment in the Canadian stock to three decimal places in decimal terms (eg. 5.1% = .051)?

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