Suppose that the index model for stocks A and B is estimated from excess returns with the following results: = 208; R-squareA = 0.20; R-squareg = 0.12 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. a. What is the standard deviation of portfolio ? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b. What is the beta of portfolio G? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta