Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R_A = 4.5% + 1.40R_M + e_A R_B = 2.2% + 1.70R_M + e_{B M} = 24%; R-square_A = 0.30; R-square_B = 0.20 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 Q? (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 Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

	Portfolio beta

c. What is the "firm-specific" risk of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.)

	Firm-specific

d. What is the covariance between the portfolio and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.)

	Covariance