Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

RA $=2\mathrm{.}00\%+0\mathrm{.}40$RM $+$ eA

RB $=-1\mathrm{.}80\%+0\mathrm{.}90$RM $+$ eB

$\backslash$sigma M $=15\%$; R$-$squareA $=0\mathrm{.}30$; R$-$squareB $=0\mathrm{.}22$

Assume you create portfolio P with investment proportions of $0\mathrm{.}70$ in A and $0\mathrm{.}30$ in B$.$

a$.$ What is the standard deviation of the portfolio? $($Do not round your intermediate calculations. Round your answer to $2$ decimal places.$)$

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 $4$ decimal 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.$)$