The following are estimates for two stocks.

The market index has a standard deviation of $24\%$ and the risk$-$free rate is $9\%.$

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:

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.$)$