Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA M- Assume you create portfolio Pwith investment proportions of 0.60 in A and 0.40 in B. a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal 3% + 0.7RM + eA 20%; R-squareA 0.20; R-squar eB 0.12 = = places.) Standard deviation b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA M- Assume you create portfolio Pwith investment proportions of 0.60 in A and 0.40 in B. a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal 3% + 0.7RM + eA 20%; R-squareA 0.20; R-squar eB 0.12 = = places.) Standard deviation b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta