Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=5%+1.30RM+eARB=2%+1.6RM+eBM=208;R-squareA=0.20;R-squareB=0.12 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B. 1. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Standard deviation % 2. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta 3. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) Firm-specific 4. What is the covariance between the portfolio and the market index? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) Covariance