Check The following are estimates for two stocks. Firm-Specific Standard Deviation Expected Return 8% Stock Beta 1.00 1.60 The market index has a standard deviation of 25% and the risk-free rate is 9% a. What are the standard deviations of stocks A and B? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Stock A Stock B Check my world b. Suppose that we were to construct a portfolio with proportions: Stock A Stock 8 T-bills 0.50 0.25 Compute the expected return, standard deviation, beta, and nonsystematic standard deviation of the portfolio. (Do not round intermediate calculations. Enter your answer for Beto as a number, not a percent. Round your answers to 2 decimal places.) Expected return Standard deviation Beta Nonsystematic standard deviation