Suppose that the index model for stocks A and B is estimated from excess returns with the following results Fe-_1.8% + 1.1 RM + eB ,-27%; R-squareA-0.23; R-squareg-0.11 Assume you create portfolio P with investment proportions of 0.60 in A and 0.40 in B 1. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places. Omit the '%" sign in your response.) Standard deviation 2. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places. Portfolio beta 3. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal place Firm-specitic 4. What is the covariance between the portfolio and the market index? (Do not round your intermediate calculations. Round your answer to 3 decimal places.) Covariance