Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.408+0.85RM+eARB=2.408+1.30RM+eBoM=251;R-squareA=0.17;R-squareB=0.11 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