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 15.9%. The risk-free rate is 1.5%. Calculate Stock A's volatility. Factor Expected Return Volatility Corr with A F1 4.7% 11.0% 0.25 F2 9.5% 16.0% 0.40 F3 7.2% 21.0% 0.50 24.85% 21.78% 26.39% 27.92% 23.31%