The following are estimates for two stocks.

Stock	Expected Return	Beta	firm-specific Standard Deviation
A	0.15	0.73	0.26
B	0.18	1.3	0.37

The market index has a standard deviation of 0.2 and the risk-free rate is 0.02.

Suppose that we were to construct a portfolio with proportions: Stock A 0.32 Stock B 0.42 The remaining proportion is invested in Tbills Compute the nonsystematic standard deviation of the portfolio.

Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.