RA=3%+0.7RM+eA RB=2q+1.2RM+eB M=20; ; R-square A=0.20;R-square B=0.12 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 Portfolio 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 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.) d. What is the covariance between the portfolio Q and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) RA=3%+0.7RM+eA RB=2q+1.2RM+eB M=20; ; R-square A=0.20;R-square B=0.12 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 Portfolio 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 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.) d. What is the covariance between the portfolio Q and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.)