The following information indicates percentage returns for stocks L and Mover a 6-year period: Year Stock L Returns Stock M Returns 1 14.16% 20.48% 2 14.13% 18.88% 3 16.62% 16.67% 4 17.48% 14.7% 5 18% 12.95% 6 19.53% 10.85% In combining [L-M] in a single portfolio, stock M would receive 60% of capital funds. Furthermore, the information below reflects percentage returns for assets F, G, and Hover a 4-year period, with asset F being the base instrument: Year Asset F Returns Asset G Returns Asset H Returns 1 16.02% 17.03% 14.14% 2 17.12% 16.48% 15.05% 3 18.23% 15.22% 16.42% 4 19.06% 14.02% 17.27% Using these assets, you have a choice of either combining [F-G] or [F-H] in a single portfolio, on an equally-weighted basis. Required: Calculate the absolute percentage difference in the coefficient of variation (CV) between the stock portfolio [L-M] and the portfolio which outlines the optimal combination of assets. % Do not round intermediate calculations. Input your answer as a percent rounded to 2 decimal places (for example: 28.31%)