assume there is a fixed exchange rate between the yen and the u.s. dollar. the expected return and standard deviation of return on the u.s. stock market are 21% and 15%, respectively. the expected return and standard deviation on the japanese stock market are 13% and 12%, respectively. the covariance of returns between the u.s. and the japanese stock markets is 2.5%. if you invested 60% of your money in the japanese stock market and 40% in the u.s. stock market, the expected return on your portfolio would be: