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

$R_A=4\mathrm{.}50\%+1\mathrm{.}40R_M+e_A$

$R_B=-2\mathrm{.}20\%+1\mathrm{.}70R_M+e_B$

${}_M=()A()B$

Assume you create a portfolio $Q,$ with investment proportions of $0\mathrm{.}50$ in a risky portfolio $P,0,30$ in the market index, and $0\mathrm{.}20$ 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 $20\%.$

$\backslash$table$[[$a$.$ Standard deviation,,$\%$