Suppose that you have started a hedge fund that invests in the S&P 500 and NBA prop betting. Your investment strategy is as follows. You invest 50% of your funds directly in the S&P 500. The other 50% of your funds you invest in NBA prop bets. Say that the expected return of the S&P 500 is 10%/year and the annual volatility is 20%. Say that you are profitable on prop bets and the expected return is 6% and the volatility is 30%. The correlation of the returns from prop bets and S&P 500 returns is 0 (i.e., they are uncorrelated). Also assume that the risk-free rate is 4%. What is the volatility of your fund