The following are estimates for two stocks.

Stock	Expected Return			Beta	Firm-Specific Standard Deviation
A		10	%	0.95		35	%
B		17		1.50		45

The market index has a standard deviation of 19% and the 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.)

Stock A		%
Stock B		%

b. Suppose that we were to construct a portfolio with proportions:

Stock A	0.35
Stock B	0.35
T-bills	0.30

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.)

Expected return		%
Standard deviation		%
Beta
Nonsystematic standard deviation		%