Consider a four-factor APT model with self-financing factors. The table below provides the expected return for each of the factors as well as the beta of Stock A with each of the factors. According to this model, the Sharpe ratio of Stock A is 0.50. Calculate the volatility of Stock A. Factor Expected Return Beta for A F1 10.6% 0.66 F2 11.9% 0.42 F3 4.7% -0.26 F4 4.1% 0.92 31.42% 30.25% 29.09% 26.76% 27.92%