and part c. what is the "firm specific" risk of portfolio Q? (rounded to 4 decimals) last person got it wrong please help!

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=4.58+1.40RM+eARB=2.28+1.70RM+eBM=248;R-squareeA=0.30;R-squareB=0.20 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P,0.30 in the market index, and 0.20 in T-bill. Portfolio P is composed of 60% Stock A and 40% 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 answer to 2 decimal places.) b. What is the beta of portfollo Q ? (Do not round intermediate calculations. Round your answer to 2 decimal places.)