Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 8. . 0% 1 0 - 40M A Rg - -1.81 + 0.908%+ OH - 1587 R-square - 0.30; R-squareg - 0.22 Assume you create a portfolio Q with investment proportions of 0.40 in a risky portfolio P. 0.35 in the market index, and 0.25 in T-bill. Portfolio Pis composed of 70% Stock A and 30% Stock B. a. What is the standard deviation of portfolio C? (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 G? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Portfolio bota