Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 2.4% + 0.85RM + A Ry --2.4% + 1.30R4 - 8 OM - 25%; # square - 0.17; R-squareg - 0.11 Assume you create a portfolio Q with investment proportions of 0.50 in a risky portfolio P. 0.30 in the market index, and 020 in T.ba Portfolio Pis composed of 60% Stock A and 40% Stock 8. .. 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 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