Question $9$

The following are estimates for two stocks.

The market index has a standard deviation of $0\mathrm{.}18$ and the risk$-$free rate is $0\mathrm{.}09.$

Suppose that we were to construct a portfolio with proportions:

Stock A $0\mathrm{.}32$

Stock B $0\mathrm{.}42$

The remaining proportion is invested in Tbills

Compute the nonsystematic standard deviation of the portfolio.

Round your answer to $4$ decimal places. For example if your answer is $3\mathrm{.}205\%,$

then please write down $0\mathrm{.}0321.$