Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA= 3.00% + 1.05RM + A RB = -1.20% + 1.20RM + eB OM= 29%; R-square = 0.29; R-squareg = 0.14 Assume you create portfolio P with 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 places.) Standard deviation % Portfolio beta 4 D. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places