Suppose a U$.$S$.$ investor wishes to invest in a British firm currently selling for $24$ per share. The investor has $$48,000$ to invest, and the current exchange rate is $$2/.$ Consider three possible prices per share at $20,25,$ and $30$ after $1$ year. Also, consider three possible exchange rates at $$1\mathrm{.}80/,$ $$2/,$ and $$2\mathrm{.}20/$ 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. $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$