The standard deviation of the market-index portfolio is 45%. Stock A has a beta of 1.20 and a residual standard deviation of 50%. a-1. Calculate the total variance for an increase of 0.20 in its beta? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance a-2. Calculate the total variance for an increase of 9.61% in its residual standard deviation? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance b. An investor who currently holds the market-index portfolio decides to reduce the portfolio allocation to the market index to 90% and to invest 10% in stock A. Which of the following changes will have a greater impact on the portfolio's standard deviation? Increase of 9.61% in residual standard deviation. Increase of .20 in beta. The standard deviation of the market-index portfolio is 45%. Stock A has a beta of 1.20 and a residual standard deviation of 50%. a-1. Calculate the total variance for an increase of 0.20 in its beta? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance a-2. Calculate the total variance for an increase of 9.61% in its residual standard deviation? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance b. An investor who currently holds the market-index portfolio decides to reduce the portfolio allocation to the market index to 90% and to invest 10% in stock A. Which of the following changes will have a greater impact on the portfolio's standard deviation? Increase of 9.61% in residual standard deviation. Increase of .20 in beta