(1 point) The mean and volatility of the returns on two assets are as follows. Asset i 1 2 Mi, Expected Return on Asset i 6, Volatility of Return on Asset i 8% 16% 10% 28% The correlation between the returns on the two assets is p = -30%. What is the volatility of the portfolio whose expected return is 9%? Express your answer as a percentage, to the nearest basis point. Volatility = %