JLK stock has an expected return of 12.2%. The market has an expected return of 10.4 and a standard deviation of 20%. The risk-free rate is 2.1%. The correlation between JLK and the market is 0.6275. If the CAPM holds, what is the standard deviation of JLK? (Start by using the security market line equation). Express your final answer in decimal format, rounded and accurate to the nearest 4 decimal places