Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.28+1.10RM+eARB=1.48+1.25RM+eBM=308;RsquareeA=0.28;-squareB=0.12 Assume you create a portfolio Q, with investment proportions of 0.40 in a risky portfolio P,0.35 in the market index, and 0.25 in T-bil Portfolio P is composed of 70% Stock A and 30% 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.) b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 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.)