Suppose a U$.$S$.$ investor wishes to invest in a British firm currently selling for $20$ per share. The investor has $$13,600$ to invest, and the current exchange rate is $$2$ per $.$ Consider three possible prices per share at $16,21,$ and $26$ after $1$ year. Also, consider three possible exchange rates at $$1\mathrm{.}70$ per $,$ $$2$ per $,$ and $$2\mathrm{.}30$ per $$ 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.