Suppose that Mr. Reckonwith's optimal risky portfolio has a Sharpe ratio of 0.32 and that the risk-free rate is 8%. You consider investing in Mr. Reckonwith's portfolio. You require that your complete portfolio yields an expected return of 16%, and that it be efficient, on the best feasible CAL. What is the standard deviation of your portfolio? Enter percents as percents (not decimals), round your answer to one decimal place, and omit percent signs (i.e., enter 20.01\% as 20.0)