The following are estimates for two stocks Firms Specific Standard Expected Stock Beta Return Deviation $13\%0\mathrm{.}930\%$ B $20\%35\%1\mathrm{.}1$ The market index has a standard deviation of $25\%$ and the risk$-$free rate is $5\%1.$ Which stock has more systematic risk? If your answer is A$,$ print $1$ in the answer box. If your answer is B$,$ print $2$ in the answer box. If your answer is A$,$ print $1$ in the answer box If your answer is B$,$ print $2$ in the answer box $3.$ What is the standard deviation of stock A$?4.$ What is the standard deviation of stock B$?3.$ Suppose that we were to construct a portfolio with proportions: Stock A: $0\mathrm{.}30$ Stock B: $0\mathrm{.}45$ T$-$bills: $0\mathrm{.}253\mathrm{.}1$ Compute the expected return ofthe portfolio$3\mathrm{.}2$ What is the beta of the portfolio $3\mathrm{.}3$ What is the systematic risk of the portfolio? $3\mathrm{.}4$ what is the nonsystematic risk of the portfolio? $3\mathrm{.}5$ What is the variance of the portfolio?