A diversified portfolio of Norwegian stocks has a standard deviation of return of 24%,the standard deviation of the U.S. and Norwegian exchange rate is 7% and the correlation between the dollar-krone exchange rate and the Norwegian stock market return is 0.20. What is the standard deviation of a portfolio of Norwegian stocks from the perspective of a U.S. investor? Pls show a formula. The answer is 25.7% according to the study guide.