Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA =0.03 + 0.7RM + eA RB = -0.02 + 1.2RM + eB M = 0.2 R-squareA = 0.3; R-squareB = 0.25 Assume you create for portfolio Q with investment proportions of 0.50 in P, 0.30 in the market index, and 0.20 in T-bills, portfolio P is composed of 60% Stock A and 40% Stock B. 1.What is the standard deviation of the portfolio Q?2. What is the beta of the portfolio Q? Group of answer choices 0.2556 0.2766 0.4800 0.1831