The following are estimates for two stocks. Firm-Specific Standard Deviation Stock A B Expected Return 108 17 Beta 0.80 1.30 298 40 The market index has a standard deviation of 19% and the risk-free rate is 6%. 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 0.30 0.45 0.25 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