Suppose that the index model for stocks A and $B$ is estimated from excess returns with the following results:

$R_A=2\mathrm{.}20\%+0\mathrm{.}80R_M+e_A$

$R_B=-2\mathrm{.}20\%+1\mathrm{.}20R_M+e_B$

${}_M=24\%$;$R-$square $A=0\mathrm{.}16$;$R-$square $B=0\mathrm{.}12$

Assume you create portfolio $P$ with investment proportions of $0\mathrm{.}70$ in A and $0\mathrm{.}30$ in $B.$

a$.$ What is the standard deviation of the portfolio? $($Do not round your intermediate calculations. Round your answer to $2$ decimal places.$)$

Standard deviation

$\%$

b$.$ What is the beta of your portfolio? $($Do not round your intermediate calculations. Round your answer to $2$ decimal places.$)$

Portfolio beta

c$.$ What is the firm$-$specific variance of your portfolio? $($Do not round your intermediate calculations. Round your answer to $4$ decimal places.$)$

Firm$-$specific: