Amiga and Spectrum are two IT companies. Regressing the historical returns of Amiga on Spectrum produces a \\( R^{\\wedge} 2 \\) (R-squared) measure of 0.64 . Spectrum has an historical return volatility of \20. Amiga has a historical return variance of 0.25 . Both Amiga and Spectrum generated excess returns (above the risk free rate) of \5. The risk free rate is \2. Required: Assuming past return patterns continue into the future, calculate the future return volatility of an equal-weighted portfolio of Spectrum and Amiga