Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=1.508+0.55RM+eARB=1.408+0.60RM+eBM=188;R5quareA=0.25;R5q-1.eB=0.16 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.) b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations, Round your answer to 4 decimal places.) c. What is the firm-specific variance of your portfolio? (Do not round ybur intermediate calculations. Round your answer to 4 de places.) 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.)