Assume that the domestic volatility (standard deviation) of the German bond market (in euros) is 5 percent. The volatility of the euro against the U.S. dollar is 11 percent. a. What would the dollar volatility of the German market be for a U.S. investor if the correlation between the bond market returns and exchange rate movements were zero? b. Suppose the dollar volatility of the German bond market is 13 percent. What can you conclude about the correlation between German bond market movements and exchange rate movements? What might explain this correlation