PLEASE DO IT CORRECTLY. Those answers are from a previous chegg solution that was completely wrong

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.48+0.85RN+eA RB=2.41+1.30HM+eB 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-bi Portfollo P is composed of 60% Stock A and 40% 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 ploces.) b. What is the beta of portfolio O ? (Do not round intermedilite calculations. Round your answer to 2 decimal places.) b. What is the beta of portfolio Q ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 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.)