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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.4% + 1.15RM + A Rg + -1.5% + 1.30RM + eg OM - 15%; R-squares - 0.26; R-squareg = 0.16 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 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.) Answer is complete but not entirely correct. Standard deviation 24.51 % % b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta 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