Suppose that the index model for stocks A and B is estimated from excess returns with the following results: Assume you create portiolio P with investment proportions of 0.60 in A and 0.40 in B. o. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your onswer 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 covarlance between the portfolio and the market index? (Do not round your intermediate calculations. Round your onswer to 3 decimal ploces.)