Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA 5,8% + 1 3RM + 8A Rg -2.ex + 1.6ORM + es OM - 20%; R-squares 0.20; R-squareg - 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-bill. Portfolio Pis composed of 70% Stock A and 30% Stock 8. 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.) 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.) Answer is complete but not entirely correct. Standard deviation 52.67 % b. What is the beta of portfolio C? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Portfolio beta 0.91 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.) Answer is complete but not entirely correct. Firm-specific 0.0648 d. What is the covariance between the portfolio and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Covariance 0.04 X