Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=1.001+0.45RM+oARB=1.001+1.00RM+oBM=16t;R-squareA=0.28;R-squareeB=0.21 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 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.)