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A U.S. firm holds an asset in Great Britain and faces the following scenario: Probability Spol rate P P State 1 25% $2.2014 2,000 $4.400 State 2 50% $2.00/ 2,500 $5.000 State 3 25% $1.80/ 3,000 $5.400 where, po - Pound Sterling price of the asset held by the U.S. firm p-Dollar price of the same asset The "exposure" (e. the regression coefficient beta) is Hint: Calculate the expression COP) Varts) -25.000 2.5000 0 $2.500 none of the above