Consider a three-factor APT model with self-financing factors. The table below provides the following information for each of the factors: the expected return, the volatility, and the correlation of Stock A's return with the factor's return. According to this model, the expected return of Stock A is 20.8%. The risk-free rate is 1.9%. Calculate Stock A's volatility. Factor Expected Volatility Corr Return with A F1 4.6% 25.0% 0.30 F2 8.6% 28.0% 0.40 F3 7.5% 13.0% 0.60 36.05% O 32.09% 34.07% 28.12% O 30.11%