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

$)A)B$

Assume you create portfolio $P$ with Investment proportions of $0\mathrm{.}70$ in A and $0\mathrm{.}30$ in $B.$

a$.$ What is the standard deviation of the portfolio? $($Do not round your Intermedlate calculatlons. Round your answer to $2$ decimal

places.$)$

Standard deviation

b$.$ What is the beta of your portfolio? $($Do not round your Intermedlate calculations. Round your answer to $2$ decimal places.$)$

Portfolio beta

c$.$ What is the firm$-$specific varlance of your portfolio? $($Do not round your Intermedlate calculations. Round your answer to $4$ decimal

places.$)$

Firm$-$specific

d$.$ What is the covarlance between the portfolio and the market Index? $($Do not round your Intermedlate calculations. Round your

answer to $3$ decimal places.$)$

Covariance