Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 3.21 + 1.10R+ PA Rg - -1.48 + 1.25RM + es dy - 304; R-square - 0.28; R-squareg - 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. Portfolio Pis composed of 70% Stock A and 30% Stock B. a. What is the standard deviation of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round Intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b. What is the beta of portfolio Q? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Portfolio bela c. What is the "firm-specific" risk of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round Intermediate calculations. Round your answer to 4 decimal places.) Firm-specific d. What is the covariance between the portfolio and the market index? (Calculate using numbers in decimal form, not percentages. Do not round Intermediate calculations. Round your answer to 2 decimal places.) Covariance