Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.0% + 0.40Ry + eA Rg = -1.8% + 0.90 Ry + es on = 15%; A-square = 0.30; Psquare B = 0.22 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P, 0.20 in the market index, and 0.30 in T-bill. Portfolio Pis composed of 70% Stock A and 30% Stock B. a. What is the standard deviation of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 17.83 % b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c. What is the "firm-specific" risk of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.) Firm-specific d. What is the covariance between the portfolio and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Covariance