Assume there is a fixed exchange rate between the Canadian and U.S. dollar. The expected return and standard deviation of return on the U.S. stock market are 18% and 15%, respectively. The expected return and standard deviation on the Canadian stock market are 13% and 20%, respectively. The covariance of returns between the U.S. and Canadian stock markets is 1.5%. If you invested 125% of your money in the Canadian stock market (by shorting the U.S. market), the expected standard deviation on your portfolio would be: Multiple Choice 18.65% 2335% 24.96%