Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: ?M. 208; R-squareA-0.20; R-squareg. 0.12 Assume you create portfolio Pwith 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.) Standard deviation 35.871 % b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta. c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) Firm-specific