Suppose that the index model for stocks A and B is estimated from excess returns with the following results.

RA$=2\mathrm{.}50\%+0\mathrm{.}95$Ry$+$ eA

Rg$=-1\mathrm{.}80\%+1\mathrm{.}10$Ry$+$ eg

oy$=27\%$:Rsquare$4=0\mathrm{.}23$:Rsquareg$=0\mathrm{.}11$

Assume you create portfolio Pwith investment proportions of $0\mathrm{.}60$ in A and $0\mathrm{.}40$ in B$.$

Required:

a$.$ What is the standard deviation of the portfolio?Note: Do not round your intermediate calculations. Round your answer to $2$ decimal places. Calculate using numbers indecimal form, not percentages, For example use $"20"$ for calculation if standard deviation is provided as $20\%.$b$.$ What is the beta of your portfolio?Note: Do not round vour intermediate calculations, Round vour answer to $2$ decimal places, Calculate using numbers in$"20"$ for calculation if standard deviation is provided as $20\%.$decimal form, not percentages. For example useC.What is the firm$-$specific variance of your portfolio?Note: Do not round your intermediate calculations. Round your answer to $3$ decimal places. Calculate using numbers indecimal form, not percentages. For example use $"20"$ for calculation if standard deviation is provided as $20\%.$What is the covariance between the portfolio and the market index?Note:Do not round your intermediate calculations. Round your answer to $2$ decima places.calculate using numpers indecimal form, not percentages. For example use $"20"$ for calculation if standard deviation is provided as $20\%$