{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-06-06T05:03:10-04:00", "answer_date": "2024-06-06 05:03:10", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "2343555", "url": "\/study-help\/questions\/assume-that-the-domestic-volatility-standard-deviation-in-yen-of-2343555", "question_creation_date_js": "2024-06-06T05:03:10-04:00", "question_creation_date": "Jun 06, 2024 05:03 AM", "meta_title": "[Solved] Assume that the domestic volatility (stan | SolutionInn", "meta_description": "Answer of - Assume that the domestic volatility (standard deviation in yen) of the Japanese bond market is 8%. The volatility of t | SolutionInn", "meta_keywords": "assume,domestic,volatility,standard,deviation,yen,japanese,bond,market,8%,s,dollar", "question_title_h1": "Assume that the domestic volatility (standard deviation in yen) of the Japanese bond market is 8%. The volatility of the yen against the U.S. dollar", "question_title": "Assume that the domestic volatility (standard deviation in yen) of the Japanese", "question_title_for_js_snippet": "Assume that the domestic volatility (standard deviation in yen) of the Japanese bond market is 8 The volatility of the yen against the U S dollar is 6 a What would the dollar volatility of the Japanese bond market be for a U S investor if the correlation between the Japanese stock market returns and exchange rate movements were zero b Suppose the dollar volatility of the Japanese stock market is 11 35 , what can you conclude about the correlation between the Japanese bond market movements and exchange rate movements ", "question_description": "

Assume that the domestic volatility (standard deviation in yen) of the Japanese bond market is 8%. The volatility of the yen against the U.S. dollar is 6%.<\/span><\/p>

a. What would the dollar volatility of the Japanese bond market be for a U.S. investor if the correlation between the Japanese stock market returns and exchange rate movements were zero?<\/span><\/p>

b. Suppose the dollar volatility of the Japanese stock market is 11.35%, what can you conclude about the correlation between the Japanese bond market movements and exchange rate movements?<\/span><\/p>", "transcribed_text": "", "related_book": { "title": "Income Tax Fundamentals 2013", "isbn": "1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516", "edition": "31st Edition", "authors": "Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/1124.jpg", "uri": "\/textbooks\/income-tax-fundamentals-2013-31st-edition-9781285586618", "see_more_uri": "" }, "free_related_book": { "isbn": "B0923WJ49L", "uri": "\/textbooks\/million-dollar-app-the-definitive-guide-to-create-a-million-dollar-app-business-from-scratch-1st-edition-979-8564467124-324034", "name": "Million Dollar App The Definitive Guide To Create A Million Dollar App Business From Scratch", "edition": "1st Edition" }, "question_posted": "2024-06-06 05:03:10", "see_more_questions_link": "\/study-help\/questions\/business-corporate-finance-2020-July-01", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/what-are-the-reasons-for-conducting-a-performance-evaluation-what", "description": "What are the reasons for conducting a performance evaluation? 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