aa? 3. The following table shows return and volatility of portfolios in are all in US dollars. The risk-free rateof return is 2%. Which index different countries. They should a US investor include in his/her portfolio? Country | Return % Standard Correlation Deviation % | with US Index USA Russia China UK 12 1 6 14 10 15 30 0.5 0.6 0.8 If any of the countries is not acceptable, what must be its correlation with the US to be acceptable