So i know that the standard deviation of portfolio return in domestic currenty is the square root of (SD of porfolio return in fc) square + (SD of foreign exchange rate return) square + 2*correlcation between foreign exchange rate and portfolio return in fc * (SD portofolio return in fc) * (SD of foreign exchange rate).

However, if Rfc is a risk free asset, standard deviation of portflio return in dc = standard deviation of foreign exchange return * (1+Rfc). Why?

Id Rfc is a risk free asset, its SD should be 0. The above formula wil be equal to SD of foreign exchange rate return. Why should we multiply by 1+Rfc?