Widget Manufacturing, Inc. has an average return of 13.4%, a beta of 1.1, and a standard deviation of 43.8%. You know the risk-free rate is 2.2%, the market return is 8.4%, and the market standard deviation is 25.8%. What is the M2 of Widget Manufacturing, Inc.? Enter your answer without the % symbol (so if your answer is -1.2%, type -1.2)