Question 7 1 pts The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation A 0.15 0.72 0.26 B 0.2 1.31 0.37 The market index has a standard deviation of 0.2 and the risk-free rate is 0.05. Suppose that we were to construct a portfolio with proportions: Stock A 0.3 Stock B 0.4 The remaining proportion is invested in Tbills 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