Suppose you're crafting a portfolio of two stocks. You plan to buy $6,000 worth of the first stock and $14,000 worth of the second stock. The first stock has an expected annual return of 10% and volatility of 40%. The second stock has an expected annual return of 8% and volatility of 30%. The risk-free rate is 1%. The correlation coefficient of the two stocks' returns is 0.1.

1. What is the Sharpe Ratio of the first stock. Round to two decimal places.

2. What is the volatility of the two-stock portfolio? Answer in percent, rounded to one decimal place.