Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.40% + 0.85RM + eA = -2.40% + 1.30RM + eB 25%; R-squareA RB OM = = 0.17; R-square = 0.11 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 answ places.) Standard deviation %