The following are estimates for two stocks.

Stock	Expected Return			Beta	Firm-Specific Standard Deviation
A		10	%	1.00		35	%
B		16		1.50		44

The market index has a standard deviation of 21% and the risk-free (T-Bills are 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.) b. Suppose that we were to construct a portfolio with proportions:

Stock A	0.25
Stock B	0.50
T-bills	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.)