The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation A 0.14 0.68 0.28 B 0.20 1.38 0.41 The market index has a standard deviation of 0.22 and the risk-free rate is 0.05. Suppose that we were to construct a portfolio with proportions: Stock A 0.32 Stock B 0.45 The remaining proportion is invested in T-bills. Compute the 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.