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A U.S. firm holds an asset in Great Britain and faces the following scenario: Probability Spot rate P P State 1 25% $2.20 2,000 $4,400 State 2 50% $2.00/E 2.500 $5.000 State 3 25% $1.80/ 3,000 $5.400 where, p = Pound sterling price of the asset held by the U.S. firm P = Dollar price of the same asset Which of the following conclusions are correct? Most of the volatility of the dollar value of the British asset can be removed by hedging exchange risk because b[Var(s) and Varle) are 236.717 ($and 493,751 (S)2 respectively. Most of the volatility of the dollar value of the British asset can not be removed by hedging exchange risk because b|Var(s)] and Vare) are 236,717 (5)2 and 493.751 (5)2 respectively Most of the volatility of the dollar value of the British asset can NOT be removed by hedging exchange risk because b? Var(s)) and Vare) are 125,000 (SF and -127,500 ($P respectively. O Most of the volatility of the dollar value of the British asset can be removed by hedging exchange risk because b[Vard) and Vare) are 125,000 (57" and -127,500 ($32 respectively. A U.S. firm holds an asset in Great Britain and faces the following scenario: Probability Spot rate P P State 1 25% $2.20 2,000 $4,400 State 2 50% $2.00/E 2.500 $5.000 State 3 25% $1.80/ 3,000 $5.400 where, p = Pound sterling price of the asset held by the U.S. firm P = Dollar price of the same asset Which of the following conclusions are correct? Most of the volatility of the dollar value of the British asset can be removed by hedging exchange risk because b[Var(s) and Varle) are 236.717 ($and 493,751 (S)2 respectively. Most of the volatility of the dollar value of the British asset can not be removed by hedging exchange risk because b|Var(s)] and Vare) are 236,717 (5)2 and 493.751 (5)2 respectively Most of the volatility of the dollar value of the British asset can NOT be removed by hedging exchange risk because b? Var(s)) and Vare) are 125,000 (SF and -127,500 ($P respectively. O Most of the volatility of the dollar value of the British asset can be removed by hedging exchange risk because b[Vard) and Vare) are 125,000 (57" and -127,500 ($32 respectively