Swed Heto Sovet Chemor Suppose that the index model for stocks A and B is estimated from excess returns with the following results Ba 3 k + 1 + 1 + V R2.01 - 1.60 en - 20% - 0.20; R-square 2.12 Assume you create a portfolio Q with Investment proportions of 040 in a disky portfolio P. 0.35 in the market index and 0.25 Th. Portfolio Pis composed of 70% Stock A and 30% Stock 8 6. 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 otportfolio Q? (Do not round Intermediate cleuintions. Round your answer to 2 decimal pinces! Photobeta b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Portfolio bota c. What is the firm specific risk of portrollo Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.) 1 Firm-specific