D. You currently manage a global bond and equity portfolio, which you expect will return 6% over the coming year with a volatility of 10%. The risk free rate is expected to be 3%. You are considering selling 20% of this portfolio and replacing it with a diversified portfolio of commodities, which are expected to earn 4% with a volatility of 30% over the coming year, but have a -.20 correlation with your existing portfolio. If you made this move, what would be the projected volatility of your portfolio?