Required:

Suppose a U$.$S$.$ investor wishes to invest in a British firm currently selling for $40$ per share. The investor has $$10,000$ to invest, and the current exchange rate is $$2$ per $.$ Consider three possible prices per share at $35,40,$ and $45$ after $1$ year. Also, consider three possible exchange rates at $$1\mathrm{.}80$ per $,$$$2$ per $,$ and $$2\mathrm{.}20$ per $$ after $1$ year. Calculate the standard deviation of both the pound$-$and dollar$-$denominated rates of return if each of the nine outcomes $($three possible prices per share in pounds times three possible exchange rates$)$ is equally likely.

Note: Do not round intermediate calculations. Round your percentage answers to $2$ decimal places.

$\backslash$table$[[$Standard deviation of pound$-$denominated return$],[$Standard deviation of dollar$-$denominated return$]$