Question 2 1 pts The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation A 0.17 0.87 0.34 B 0.23 1.25 0.38 The market index has a standard deviation of 0.2 and the risk-free rate is 0.02. Suppose that we were to construct a portfolio with proportions: Stock A 0.32 Stock B 0.44 The remaining proportion is invested in T-bills. Compute the nonsystematic standard deviation of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321