The following are estimates for stocks A and B : Stock A: Stock B : E(r) = 12%, E(r) = 17%, B = 0.7, B = 1.1, (e) = 20% (e) = 30% You construct a portfolio (Q) with the following proportions: Stock A: 30%. Stock B: 45%, and T-Bills: 25%. Assume the standard deviation of the market portfolio returns is 21%, the risk-free rate is 7%, and the covariance between the error terms of A and B is zero. What is portfolio Q's : a) non-diversifiable risk? b) diversifiable risk? c) total risk? d) What is the value of R2 for portfolio Q? The following are estimates for stocks A and B : Stock A: Stock B : E(r) = 12%, E(r) = 17%, B = 0.7, B = 1.1, (e) = 20% (e) = 30% You construct a portfolio (Q) with the following proportions: Stock A: 30%. Stock B: 45%, and T-Bills: 25%. Assume the standard deviation of the market portfolio returns is 21%, the risk-free rate is 7%, and the covariance between the error terms of A and B is zero. What is portfolio Q's : a) non-diversifiable risk? b) diversifiable risk? c) total risk? d) What is the value of R2 for portfolio