Consider a portfolio that is long $19,000 of ABC and short $5,000 of DEF. ABC has an expected return of 1.0% and return volatility of 3.0%. DEF has an expected return of 0.5% and return volatility of 2.0%. The two shares have a return correlation of 0.4. What is the return volatility of this portfolio in dollars? Note: Your answer must be accurate to within one dollar