Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.608+0.90RM+eARB=2.008+1.20RM+eBM=268;RsquareA=0.21;R-squareB=0.12 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B. a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decima places.) d. What is the covariance between the portfolio and the market index? (Do not round your intermediate calculations. Round your answer to 3 decimal places.)