le 24. A US firm holds an asset in Netherlands and faces the following scenari State 1 State 2 State 3 Probability 33.33% 33.33% 33.33% Spot rate $13/ $12/ $11/ po 13,200 14,300 15,600 $17.160 $17,160 $17,160 In the table above, pa is the entro price of the set held by the US firm and P is the dollar price of the set. What is the variance of the exchange rate ... VAS Economy Probability S PES SES PSRS State > State 2 Star ES- Var 0.0012 b. 0.0033 C: 0.0067 d. 0.0133