Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.80E+1.00RM+eARB=1.00e+1.36RM+eB ON=18%;R-square=0.27;R-squareg=0.13 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B Required: Required: a. What is the standard deviation of the portfollo? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate form, not percentages. For example use " 20 " for calculation if standard deviation is provided as 20%. b. What is the beta of your portfolio? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate form, not percentages. For example use " 20 " for calculation if standard deviation is provided as 20%. c. What is the firm-specific variance of your portfolio? Note: Do not round your intermediate calculations. Round your answer to 3 decimal places. Calculate form, not percentages. For example use " 20 " for calculation if standard deviation is provided as 20%. d. What is the covariance between the portfollo and the market index? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate us form, not percentages. For example use " 20 " for calculation if standard deviation is provided as 20%