A security's price is positively dependent on two variables: the price of copper and the yen-dollar exchange

Question:

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?

Exchange Rate
The value of one currency for the purpose of conversion to another. Exchange Rate means on any day, for purposes of determining the Dollar Equivalent of any currency other than Dollars, the rate at which such currency may be exchanged into Dollars...