The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation 0.17 0.66 0.32 B 0.2 1.25 0.39 The market index has a standard deviation of 0.24 and the risk-free rate is 0.08. Suppose that we were to construct a portfolio with proportions: Stock A 0.3 Stock B 0.45 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