The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation A 0.16 0.61 0.34 B 0.24 1.36 0.38 The market index has a standard deviation of 0.24 and the risk-free rate is 0.05. Suppose that we were to construct a portfolio with proportions: Stock A 0.33 Stock B 0.45 The remaining proportion is invested in Tbills Compute the standard deviation of the portfolio