A security's price is positively dependent on two variables: the price of copper and the yen/dollar exchange rate. Suppose that the market price of risk for these variables is 0.5 and 0.1 , respectively. If the price of copper were held fixed, the volatility of the security would be $8 \%$ per annum; if the yen/dollar exchange rate were held fixed, the volatility of the security would be $12 \%$ per annum. The risk-free interest rate is $7 \%$ per annum. What is the expected rate of return from the security? If the two variables are uncorrelated with each other, what is the volatility of the security?