The following are estimates for two stocks. The market index has a standard deviation of 22% and the risk-free rate is 11%. Required: a. What are the standard deviations of stocks A and B ? b. Suppose that we were to construct a portfolio with proportions: Compute the expected return, beta, nonsystematic standard deviation, and standard deviation of the portfolio. Complete this question by entering your answers in the tabs below. What are the standard deviations of stocks A and B ? Note: Do not round intermediate calculations. Round your answers to 2 decimal places