In the regression P = a + b * S + e, the exposure coefficient is defined as b = CovRS)/Var(S). If b = 0, what is NOT true: Select one: a. The value of the firm's assets is perfectly positively correlated with changes in the exchange rate b. The firm doesn't require any hedge c. A change in the exchange rate doesn't affect the dollar value of a firm's assets. d. The value of the firm's assets might be negatively correlated with changes in the exchange rate