answer given please explain.

11.What is the variance on the Indian (Rp = rupee) stock market to a Canadian investor if Var(r^Rp) = 0.105, Var(s^C/Rp) = 0.088, and the local Indian stock market is independent of the value of the rupee?

*c.0.193

12.The standard deviation of return to the Indian stock market is 24.8 percent in local currency. The standard deviation of the Indian rupee against the Canadian dollar is 30.2 percent. Ignoring interactions between the Indian stock market and the value of the Indian rupee, what is the standard deviation of return of the Indian market to a Canadian investor?

*c.0.391

22.Based on Exhibit T19.1, what is the standard deviation of an equal-weighted portfolio of Canadian and German equities?

*e.27.8%

Exhibit T19.1 Return statistics Annual returns Correlations Mean Mean Std dev SI(W) Beta(W) CA CH GE IN JA UK US Canada (CA) 11.0% 28.1% 0.340 1.11 China (CH) 18.0% 42.1% 0.390 1.18 0.72 Germany (GE) 9.1% 31.1% 0.240 1.47 0.76 0.65 India (IN) 22.5% 45.6% 0.460 1.29 0.70 0.67 0.64 Japan (JA) 3.5% 20.0% 0.100 0.70 0.60 0.51 0.56 0.56 U.K. (UK) 7.2% 23.5% 0.240 1.00 0.82 0.66 0.87 0.63 0.61 U.S. (US) 6.6% 19.6% 0.260 0.93 0.81 0.63 0.88 0.62 0.57 0.85 U.S. treasuries 1.5% 1.7% 0.000 0.00 0.05 0.14 0.04 0.08 0.00 0.03 -0.05 Source: Annual USD net returns to Morgan Stanley Capital International (msci.com) indices. Sharpe Indices (i - F)/i are based on annual returns and Treasury yields from the U.S. Federal Reserve (federalreserve.gov). Betas and correlations are based on monthly returns