Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 2.608 + 0.90Rx + OA RE -2.001 + 1.ZORN OM - 2611 H-squares - 0.21: R-square - 0.12 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B. a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations, Round your answer to 2 decimal places.) Standard deviation b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) Firm-specific