Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.48 + 1.15RM + EA RR = -1.5% + 1.30RM + eB OM = 15%; R-squareA = 0.26; R-squares = 0.16 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P, 0.30 in the market index, and 0.20 in T-bill. Portfolio Pis composed of 60% Stock A and 40% Stock B. a. 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.) Answer is complete but not entirely correct. Standard 30.26 % deviation b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Portfolio beta 0.83 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.) X Answer is complete but not entirely correct. Firm- 0.0095 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.48 + 1.15RM + EA RR = -1.5% + 1.30RM + eB OM = 15%; R-squareA = 0.26; R-squares = 0.16 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P, 0.30 in the market index, and 0.20 in T-bill. Portfolio Pis composed of 60% Stock A and 40% Stock B. a. 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.) Answer is complete but not entirely correct. Standard 30.26 % deviation b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Portfolio beta 0.83 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.) X Answer is complete but not entirely correct. Firm- 0.0095