12. Given information in Table 2, what's the standard deviation of the residuals (error) for Stock A in a Single-Index Model? a. 2.24% b. 3.36% c. 4.48% d. 5.62% 13. Given information in Table 2, what's the beta of a portfolio with 30% Stock A, 30% Stock B, and the remainder in cash? a. 0.62 b. 0.37 c. 0.51 d. 0 Period 1 12345 3 Asset A 10% 3% 5% 2% 1% Table 2. Asset B 6% 6% 2% 4% 2% Market Portfolio 4% 1% 5% 2% 1%