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 14.1%. The risk-free rate is 2.8%. Calculate Stock A's volatility. Factor Expected Volatility Corr Return with A F1 14.7% 22.0% 0.25 F2 8.1% 16.0% 0.35 F3 6.8% 28.0% 0.55 31.03% 34.44% O 29.32% 0 36.15% 0 32.74%