A US investor can write the rate of return from international investment as follows. RUSD = (1 + R) (1 + e) - 1= R + e + Rei, where ROSD is the rate of return in US dollars, R is the rate of return in local currencies, and e; is the rate of the exchange rate change. Therefore, the investor can write the risk of this investment as the sum of the following four terms. Var (RYSD) = W+X+Y+Z. Which of the following terms is INCORRECT for Var (RSD)? O E(Re) O Var (R) Var(e) 2Cov(Re:)