Based on the single-index model, what are the total standard deviation, the systematic standard deviation, and non-systematic standard deviation of a portfolio with 40% invsted in stock A and 60% invested in stock B?

Question 6 (20 points) The single-index model has been estimated for stocks A and B with the following results: RA= 0.01+0.8RM+ eA, R-square-0.25 RB- 0.02 1.2RM+ eB, R-sqaure=0.40 M 0.20, (eA) -0.20, (es ) - 0.10 121