Which of the following is not a component of the U.S. beta of a foreign project?

Question

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The U.S. beta of a foreign project is calculated to understand how the project might respond to movements in the U.S. market. It typically involves the project's beta with respect to the foreign market (C), the correlation between the foreign market and the U.S. market (A), and the impact of currency exchange rate fluctuations on the project's value (D). The project's beta relative to a global market index (B) is not directly relevant for calculating the U.S. beta of a foreign project, as it does not specifically relate to the U.S. market or the exchange rate between the U.S. dollar and the foreign currency.

Which of the Following Is Not a Component of the U.S