You're crafting a portfolio of two stocks. You plan to buy $3,000 worth of the first stock and $1,000 worth of the second stock. The standard deviation of the first stock is 20% and the standard deviation of the second stock is 40%. They have a correlation coefficient of 0.3. How volatile will the portfolio be? Answer in percent rounded to two decimal places. (e.g., 4.53% = 4.53)