E[r1]=0.08=8% and E[r2]=0.16=16 , respectively. The volatilities of the first and second stocks are (r1)=0.2=20% and (r2)=0.4=40%, respectively. The return correlation between the two stocks is =0.5. Consider the equal-weighted portfolio described in the previous question. What is the return volatility of this portfolio? Express your answer in percentage terms rounded off to the nearest percent (e.g., if your answer is 0.9345 or 93.45%, write 93 in the answer box)