hope the answer include the formulas

A U.S. firm holds an asset in Malaysia and faces the following scenario: State 1 State 2 State 3 Probability 30% 40% 30% Spot rate (RM/S) RM4.28/$ ($0.234/RM) RM4.00/$ ($0.25/RM) RM3.80/$ ($0.263/RM) P (RM) 2,000,000 2,500,000 3,000,000 P (S) 467,289.72 625,000 789,473.68 where, P = pound sterling price of the asset held by the U.S. firm P = dollar price of the same asset a. What is the expected value of the investment in U.S. dollars? (2 marks) b. What is the variance of the exchange rate? (4 marks) c. What is the firm' "exposure" (i.e. the regression coefficient beta) to the exchange rate uncertainty? (4 marks) d. Can most of the volatility of the dollar value of the Malaysian asset be removed by h hedging exchange risk? (10 marks)