Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.20%+1.10RM+eARB=1,408+1.25Rg+egA=30X;;squareAA=0.28;R-squareB=0.12 Assume you create a portfolio Q, with investment proportions of 0.40 in a risky portfolio P.0.35 in the market index, and 0.25 in T-bill. Portiolio P is composed of 70% Stock A and 30% 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 os 20%, Do not round intermediate calculations. Round your onswer to 2 decimal places. c. What is the "lirm-specific" risk of portfollo 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 portfollo 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