If the market index has a standard deviation of 15%, and the risk-free rate is 6% for the following estimates for two stocks: Stock E(RI) Beta Bi Total Risk oi X 12% 0.9 25% Y 16 1.25 35 a. What are the variances and standard deviations of stocks X and Y? (2 points) b. If the residual or nonsystematic standard deviation of the portfolio is 19.5% and suppose that we were to construct a portfolio with proportions: Stock X: 0.30; Stock Y: 0.50 and Money Market Fund: 0.20. Compute the portfolio expected return, portfolio beta, and the standard deviation of the portfolio (3 points)