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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 9.9% and

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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 9.9% and a volatility of 10.6%. HOG has an expected return of 15.8% and a volatility of 32.4%. The correlation between the two is -1. Risk-free rate is 1.8. Suppose you create a portfolio composed of 50% LNT and 50% HOG. What is the volatility of this portfolio? (Give your answer as a percentage with 2 decimals, e.g., if the answer is 0.345224 (or 34.5224%), enter 34.52 as your answer.)

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