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He RA - 4.5% + 1. Re -2.25 +1.700 0 - 24%; R-square - 0.30; R-square - 0.20 Assume you create a portfolio Q with

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He RA - 4.5% + 1. Re -2.25 +1.700 0 - 24%; R-square - 0.30; R-square - 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 Pis composed of 60% Stock A and 40% Stock B .. 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.) Standard deviation b. What is the beta of portfolio Q? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c. What is the "firm-specific risk of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.) Firm-specific d. What is the covariance between the portfolio and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Covariance

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