The following are estimates for two stocks. Firn-Specific Standard Deviation 344 Expected Return 89 17 Stock Beta 0.98 1.45 8 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. Suppose that we were to construct a portfolio with proportions: Stock A Stock & T-bills 0.40 0.40 @.20 b. Suppose that we were to construct a portfolio with proportions: Stock A Stock B T-bills 8.40 0.48 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 return Standard deviation Beta Nonsystematic standard deviation %