Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3z+0.7RM+eARB=2z+1.2RM+eBM=20z;RsquareA=0.20;R-squareB=0.12 Assume you create portfolio P with investment proportions of 0.60 in A and 0.40 in B. a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.)