Mailings Review View Help Tell me what you want to do Chart Header - Footer . Page Number Link delsin! Screenshot Art EGet Add-ins oJMyAdd-ins , wikipedia | Online | Bookmark E Cross-reference Video Cross-reference Bo Links Comments Header & Footer ons Add-ins Media 100%+ 90% t 80% 0.00% 2.00% 4.00% 6UN 800% 10.00% 12.00% 14.00% 16.00% Risk 4 The French tock market has a sagna of 20% when computed in euros. The U s stock market has a sigma of 16% in USS and the eUSS exchange rate has a sgpna of% a Assuming that the correlation between stock market and currency movements is zero, what is the sigma of the US, stock market when expressed in . 0.202# 0.16"2+0.06"2+0 292 V292 17.1% Using this number, calculate the sigma, in , of a portfolio made up of S096 of French stocks and 50% of US. stocks (zero-correlation between the two markets). M c