Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 3. Ou-20% ; R-square,-20% R-square,-12% Note: R-square is the proportion of individual stock's variation explained by the variation in the market index. For example, R-squareA A M A M a. What is the standard deviation of each stock? b. Break down the variance of each stock into its systematic and firm-specific components. c. What are the covariance and the correlation coefficient between the two stocks? d. What is the covariance between each stock and the market index? e. For portfolio P with investment proportions of.60 in A and .40 in B, what is the standard deviation of portfolio P? f. Rework Problem e for portfolio Q with investment proportions of.50 in P,.30 in the market index, and 20 in T-bills. What is the standard deviation of portfolio