The following are estimates for two stocks.

Stock Expected Return Beta Firm$-$Specific Standard Deviation

A $12\%0\mathrm{.}8532\%$

B $181\mathrm{.}4048$

The market index has a standard deviation of $22\%$ and the risk$-$free rate is $11\%.$

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 $0\mathrm{.}40$

T$-$bills $0\mathrm{.}25$

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