5) The expected returns in the U.S. are 7% and 10% in Indonesia. The historical standard deviation of the U.S. market is 5%, and the historical standard deviation of the Indonesian market is 11%. The covariance between the US and the Indonesian market is .002. What is the correlation between the US and the Indonesian markets? What are your expected returns and standard deviations if you diversify your US portfolio by moving 20% into Indonesia? What are the advantages and disadvantages to this strategy