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Suppose the correlation between the stock yen returns of Toyota and the USD/JPY exchange rate is 0.6. The standard deviation of the USD/JPY is 20%

Suppose the correlation between the stock yen returns of Toyota and the USD/JPY exchange rate is 0.6. The standard deviation of the USD/JPY is 20% and the standard deviation of Toyota's stock yen returns are 30%. What is the standard deviation of Toyota's stock returns expressed in US dollars?

A) 20%

B) 20.2%

C) 38%

D) 44.94%

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