The following are estimates for two stocks.

Stock Expected Return Beta Firm$-$Specific Standard Deviation

A $10\%0\mathrm{.}7028\%$

B $181\mathrm{.}2542$

The market index has a standard deviation of $22\%$ and the risk$-$free rate is $7\%.$

Required:

What are the standard deviations of stocks A and B$?$

Suppose that we were to construct a portfolio with proportions:

Stock A $0\mathrm{.}35$

Stock B $0\mathrm{.}35$

T$-$bills $0\mathrm{.}30$

Compute the expected return, beta, nonsystematic standard deviation, and standard deviation of the portfolio.