The following are estimates for two stocks. Firm-Specific Expected Standard Stock Return Beta Deviation 13% 0.85 30% B 19 1.35 39 The market index has a standard deviation of 19% and the risk-free rate is 10%. .. What are the standard deviations of stocks A and B? (Do not round Intermediate calculations. Round your answers to 2 decim places.) 1 t Stock A Stock B nces b. Suppose that we were to construct a portfolio with proportions: 0.35 Stock A Stock 8 T-bills 8.25 Compute the expected return, standard deviation, beta, and nonsystematic standard deviation of the portfolio (Do not round Intermediate calculations. Enter your answer for Bets as a number, not a percent. Round your answers to 2 decimal places.) Expected return Standard deviation Beta Nonsystematic standard deviation