Assume there is a fixed exchange rate between the Canadian and U.S. dollar. The expected retum and standard deviation of retum on the U.S. stock market are \18 and \15, respectively. The expected retum and standard deviation on the Canadian stock market are \13 and \20, respectively. The covariance of retums between the U.S. and Canadian stock markets is \1.5. If you invested \50 of your money in the Canadian stock market and \50 in the U.S. stock market, the expected retum on your portfolio would be A. \13.0