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Suppose the correlation between the stock euro returns of Siemens and the USD/EUR exchange rate is 0.2. The standard deviation of the USD/EUR is 10%

Suppose the correlation between the stock euro returns of Siemens and the USD/EUR exchange rate is 0.2. The standard deviation of the USD/EUR is 10% and the standard deviation of Siemens's stock euro returns are 15%. What is the standard deviation of Siemen's stock returns expressed in US dollars?


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