The following are estimates for two stocks. Stock A B Expected Return 118 16 Beta 0.90 1.40 Firm-Specific Standard Deviation 328 40 The market index has a standard deviation of 19% 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.) Answer is complete and correct. Stock A Stock B 36.28% 48.04 % 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.) Answer is not complete. Expected return Standard deviation Beta Nonsystematic standard deviation 13.00% 26.93% 0.92 %