Consider the stocks of two companies, Groggy Snapps Ltd (GS), and Dizzy Donglers, Inc. (DD). It has been estimated that the variance of the GS stock is 230%^2, corresponding to a standard deviation of 15,17%, while the variance of the DD stock is 1124%^2. Compute the volatility of the minimum variance portfolio that consists of the stocks of GS and DD, given that the correlation between the stocks is -0,69. Short-selling is allowed.