Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 3.80 + 1.258 + A Rg - -1.804 + 1.60R+ CM - 1867 R-squaren - 0.24: R-squareg - 0.18 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.) Answer is complete but not entirely correct. Standard deviation 41.30 % b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Portfolin hata b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) 10 Answer is complete but not entirely correct. Portfolio het 1.31 What is the firm specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) specife 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 d. 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