A and B are correct C is not

RA=5.0%+1.30RM+eARB=2.05+1.60BM+eBoM=20%;RsquareA=0.2;R5qqareB=0.12 Assume you create a portfolio Q. with investment proportions of 0.40 in a risky portfolio P,0.35 in the market index, and 0.25 in T-bill. Portfollo Pis composed of 70% Stock A and 30% Stock B a. What is the standard deviation of portfolio Q ? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your onswer to 2 decimal places.) b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) c. What is the "firm-specific" risk of portfolio Q? (Calculate using numbers in decimal form, not intermediate calculations. Round your answer to 4 decimal places.)