S Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA= 1.60% + 0.70RM + eA RB = -1.80% + 0.90RM + eB OM 22%; R-square = 0.20; R-squareg = 0.15 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B. Required: a. What is the standard de ation 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 decim