RA=4.50%+1.40RM+eARB=2.20%+1.70RM+eBM=24%;R-squareA=0.30;R-squaresB=0.20 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-bill. Portfolio P is composed of 60% Stock A and 40% 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