Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 4.50% + 1.40RM + eA RB = -2.20% + 1.70RM + eB M = 24%; R-squareA = 0.30; R-squareB = 0.20 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 P is composed of 60% Stock A and 40% Stock B