Use the following information:

E[r_XOM] = 15.6%, standard deviation_XOM= 15.9%

E[r_MS]=29.7%, standard deviation_MS= 35.2%

Correlation of returns: _XOM,MS= 0.139, r_f=10%

If the optimal amount to invest in the first asset (w) is 0.43, what is the variance of the risky portfolio when w=0.43? (write in decimal format using 5 decimal places)