Suppose that the index model for stocksandis estimated from excess returns with the following results:Assume you create portfoliowith investment proportions of $0\mathrm{.}70$ inand $0\mathrm{.}30$ in$.$ a$.$ What is the standard deviation of the portfolio? $($Do not round your intermediate calculations. Round your answer to $2$ decimal places.$)$ Standard deviation 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 bariance of your portfolio? $($Do not round your intermediate calculations. Round your answer to $4$ decimal places.$)$ D$.$ what is the covariance between the portfolio and the market index? $($Do not round your intermediate calculations. Round your answer to $3$ decimal places.$)$