Suppose you have an equally weighted portfolio of three assets. The asset volatilities are 01=40%, 02=20%, and 03=30%. The correlations between the asset returns are p12=0.8, P13=0.5, and p23=0.6. What is the volatility (i.e. standard deviation) of the equally weighted portfolio's returns? (Nearest 0.01 in percentage, i.e. 4.25 for 4.25%)