The following are estimates for two stocks.

Stock Expected

Return Beta Firm$-$Specific

Standard Deviation

A $13\%0\mathrm{.}830\%$

B $181\mathrm{.}240$

The market index has a standard deviation of $22\%$ 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 $0\mathrm{.}30$

Stock B $0\mathrm{.}45$

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

Compute the expected return, standard deviation, beta, and non$-$systematic standard deviation of the portfolio. $($Do not round intermediate calculations. Enter your answer for Beta in numbers, not in percentage. Round your answers to $2$ decimal places.$)$

Expected return $\%$

Standard deviation $\%$

Beta

Non$-$systematic standard deviation $\%$