Suppose that the index model for stocks A and is estimated from excess returns with the following results. RA- 1.5% + 0.55RM + eA ON= 18%; R-squareA = 0.25; R 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. -squareg 0.16 Portfolio P is composed of 60% Stock A and 40% Stock B. a. What is the standard deviation of portfolio ? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b. What is the beta of portfolio ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c.What is the "firm-specific" risk of portfolio G? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.) Firm-specifc 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.) Covariance Suppose that the index model for stocks A and is estimated from excess returns with the following results. RA- 1.5% + 0.55RM + eA ON= 18%; R-squareA = 0.25; R 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. -squareg 0.16 Portfolio P is composed of 60% Stock A and 40% Stock B. a. What is the standard deviation of portfolio ? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b. What is the beta of portfolio ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c.What is the "firm-specific" risk of portfolio G? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.) Firm-specifc 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.) Covariance