Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.606+0.90RM+eARB=2.001+1.20RM+eBM=261;R-squareA=0.21;R-square=0.12 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 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%