The following are estimates for two stocks. Firm-Specific Standard Deviation 34% Stock Expected Return Beta 8% 0.90 171.45 The market index has a standard deviation of 22% and the risk-free rate is 10%. a. What are the standard deviations of stocks A and B? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Stock A Stock B b. Suppose that we were to construct a portfolio with proportions: Stock A Stock B T-bills 0.40 0.40 0.20 Compute the expected return, standard deviation, beta, and nonsystematic standard deviation of the portfolio. (Do not round intermediate calculations. Enter your answer for Beta as a number, not a percent. Round your answers to 2 decimal places.) Expected retum Standard deviation Beta Nonsystematic standard deviation