Exhibit 20-3 Cameron Corporation Would Like to Simultaneously Borrow Japanese Yen (¥)

Exhibit 20-3
Cameron Corporation would like to simultaneously borrow Japanese yen (¥) and Sudanese dinar (SDD) for a six-month period. Cameron would like to determine the expected financing rate and the variance of a portfolio consisting of 30% yen and 70% dinar. Cameron has gathered the following information:

-Refer to Exhibit 20-3. What is the expected standard deviation of the portfolio contemplated by Cameron?

A) 2.24%.
B) 14.98%.
C) 2.89%.
D) 17.00%.
E) none of the above