The estimation of the index model for stocks Minta and Dinta has generated the following results:

R_Minta = -0.04 + 0.65R_M + e_Minta

R_Dinta = 0.0 + 1.12R_M + e_Dinta

_M = 0.12; R²_Minta = 0.28; R²_Dinta = 0.42

You create a portfolio by investing 25% in Minta, 40% in Dinta and the balance in the risk-free asset. The standard deviation of this portfolio is 0.15. The proportion of the systematic risk out of the total risk of your portfolio is,

Select one:

37.29%

23.85%

25.23%

52.45%

None of the above