Please Advise on the following problem

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: Ra = 3.2% + 1, 10RM + eA Ag-_1.4% + 1.25AM + eB -30%; R-square,-0.28; R-squares* 0.12 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B 1. What is the standard deviation of the portfolio? (Do ot round your intermediate calculations. Round your answer to 2 decimal places. Omit the"%" sign in your response.) Standard deviation 1% 2. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta 1.15 . What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations Round your answer to 4 decimal places.) Firm-specifc 4. What is the covariance between the portfolio and the market index? (Do not round your intermediate calculations. Round your answer to 3 decimal places.) Covariance