Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3%+0.7RM+eARB=2%+1.2RM+eBM=20%;R-squareA=0.20;R-squaresB=0.12 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P, 0.30 in the market index, and 0.20 in T-bill. Portfolio P is composed of 60% Stock A and 40% Stock B. 1. 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.) Standard deviation % 2. What is the beta of portfolio Q ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta 3. 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.) Firm-specific 4. 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.) Covariance