RA=4.50%+1.40RM+eARB=2.20%+1.70RM+eBM=24%;R-squareA=0.30;R-squareB=0.20 Assume you create portfolio P with investment proportions of 0.60 in A and 0.40 in B. Required: a. What is the standard deviation of the portfolio? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. b. What is the beta of your portfolio? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. c. What is the firm-specific variance of your portfolio? Note: Do not round your intermediate calculations. Round your answer to 3 decimal places. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. d. What is the covariance between the portfolio and the market index? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%