Please use the following information for Q8-Q10. A U.S. firm holds an asset in Great Britain and faces the following scenario: State Probability p s P 1 1/3 4,200 $ 1.80 / $7,560 N 1/3 3,570 $ 2.60 / $9,282 3 1/3 2,800 $ 2.20 / $6,160 where p - Pound sterling price of the asset held by the U.S.firm and P =Dollar price of the same asset. Q8. The mean of the investment in U.S. dollars (P) is $7,140 $5,180 $2,957.5 $7,667 Question 9 2.5 pts Q9. The variance of the exchange rate (S) is O 0.1067 0.02 O 0.10 0.002 D Question 10 2.5 pts Q10. The asset exposure (i.e. the regression coefficient b) is 229.60 72.12 1.785.7