The following are estimates for two stocks. Firm-Specific Standard Deviation Expected Return 12% 18 Stock Beta 0.85 1.40 The market index has a standard deviation of 22% and the risk-free rate is 11% a. What are the standard deviations of stocks A and B? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) StockA Stock B b. Suppose that we were to construct a portfolio with proportions: Stock B 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 return Standard deviation Beta Nonsystematic standard deviation