The following are estimates for two stocks. The market index has a standard deviation of 0.16 and the risk-free rate is 0.08. Suppose that we were to construct a portfolio with proportions: Stock A 0.32 Stock B 0.43 The remaining proportion is invested in Tbills Compute the nonsystematic standard deviation of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. The following are estimates for two stocks. The market index has a standard deviation of 0.17 and the risk-free rate is 0.03. Suppose that we were to construct a portfolio with proportions: Stock A 0.35 Stock B 0.41 The remaining proportion is invested in Tbills Compute the beta of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. The following are estimates for two stocks. The market index has a standard deviation of 0.19 and the risk-free rate is 0.08. Suppose that we were to construct a portfolio with proportions: Stock A 0.3 Stock B 0.4 The remaining proportion is invested in Tbills Compute the standard deviation of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. The following are estimates for a stock A. The market index has a standard deviation of 0.22, and the risk-free rate if 0.04 What percentage of stock A s total risk is attributable to systematic risk (or market risk)? Here consider variance as the risk measure. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321