I only need the SD!

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA-3.6% + 1.2RM + eA = 168; R-squareA = 0.25; R-squareB = 0.15 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. Portfolio P is 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 answer to 2 decimal places.) Standard deviation