RA=2.00%+0.40RM+eARB=1.80%+0.90RM+eBM=15%;R-squareA=0.30;R-squareB=0.22 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P,0.20 in the market index, and 0.30 in T-bill. Portfolio P is composed of 70% Stock A and 30% Stock B. Required: a. What is the standard deviation of portfolio Q? Note: Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20\%. Do not round intermediate calculations. Round your answer to 2 decimal places. b. What is the beta of portfolio Q? Note: Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. Do not round intermediate calculations. Round your answer to 2 decimal places. c. What is the "firm-specific" risk of portfolio Q? Note: Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. Do not round intermediate calculations. Round your answer to 4 decimal places. d. What is the covariance between the portfolio and the market index? Note: Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20\%. Do not round intermediate calculations. Round your answer to 2 decimal places