The following are estimates for two stocks. Stock B Expected Return 10% 16 Beta 0.75 1.30 Firm-Specific Standard Deviation 29% 44 The market index has a standard deviation of 24% and the risk-free rate is 8%. 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 0.25 0.50 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 %