Suppose that the index model for stocks A and B is estimated from excess returns with the following results RA - 2.28% - 0.BORA + CA Rg 2.2% + 1.20R + eg 0 = 24%; R-squarea = 0.16; R-squareg = 0.12 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B a. What is the standard deviation of the portfolio? (Do not round your Intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 94 b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places. Portfolio bata c. What is the firm-specific variance of your portfelt Do not round your intermediate calculations. Round your answer to decimal Places Finpecific 4. Wnetresovalance between the portfola and the marketince (Do not round your intermediate calculations. Round your nswer to decimal places.)