The coefficients of a two factor model for NVDIA are:

Beta$11\mathrm{.}367$

Beta$20\mathrm{.}344$

Variance of error term $0\mathrm{.}0394$

The variance of the first factor is E$($I$1)=0\mathrm{.}0202$ and the variance of the second factor is E$($I$2)=0\mathrm{.}0261.$

Compute the standard deviation of the return for NVDIA.

Round your answer to $5$ decimal places.