In the meded country risk premium approach, you estimate the country risk premium by multiplying the volatility of equity markets, relative to the volatility in government bonfs in that market. Assume that your estimate for a mature market quity risk premium is 6% that the default spread is 2% and that the standard diviation of indonisian equities is 24% (while the indonisian government standard diviation is 12%) estimate the total equity risk premium for indonisia.