Assume that a single APT factor describes risk and return, and that all stocks have a beta of 1 with respect to it. Assume also that all stocks have a firm-specific volatility of 21%. You find 40 stocks that have an alpha of +1% each that you invest $2MM into, which you finance by shorting another 40 stocks that you find have an alpha of -1% each. What is the dollar standard deviation of your portfolio? Please enter your answer in dollars rounded to the nearest cent. Assume that a single APT factor describes risk and return, and that all stocks have a beta of 1 with respect to it. Assume also that all stocks have a firm-specific volatility of 21%. You find 40 stocks that have an alpha of +1% each that you invest $2MM into, which you finance by shorting another 40 stocks that you find have an alpha of -1% each. What is the dollar standard deviation of your portfolio? Please enter your answer in dollars rounded to the nearest cent