The following are estimates for two stocks. Stock B Expected Return 10% 17 Beta 0.95 1.50 Firm-Specific Standard Deviation 35% 45 The market index has a standard deviation of 19% and the risk-free rate is 12%. 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 39.38 % 53.37% b. Suppose that we were to construct a portfolio with proportions: Stock A Stock B T-bills 0.35 0.35 0.30 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.) 13.05% Expected return Standard deviation Beta Nonsystematic standard deviation The following are estimates for two stocks. Stock B Expected Return 10% 17 Beta 0.95 1.50 Firm-Specific Standard Deviation 35% 45 The market index has a standard deviation of 19% and the risk-free rate is 12%. 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 39.38 % 53.37% b. Suppose that we were to construct a portfolio with proportions: Stock A Stock B T-bills 0.35 0.35 0.30 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.) 13.05% Expected return Standard deviation Beta Nonsystematic standard deviation