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　　15.   A dollar-based investor has portfolio consisting of $1 million in cash plus a position in 1,000 million Japanese yen.The distribution of dollar/yen exchange rate X has mean of
　　E(x)=0.01 and volatility of SD(x)=0.001.Which of the following is the expected value and standard deviation of portfolio?
　　A.    $11 million and $1 million
　　B.    $1 million and $11 million
　　C.    $11 million and $2 million
　　D.    Can not be calculated from above infromation.
　　答案：A