Assume that a single APT factor describes risk and return, and that all stocks have a beta of 1 with respect to it. Assume also that all stocks have a firm-specific volatility of 19%. You find 41 stocks that have an alpha of +2% each that you invest $2MM into, which you finance by shorting another 41 stocks that you find have an alpha of -2% each. What is the dollar standard deviation of your portfolio?