hello can you solve this question as a normal questionnot onexcel, especially the third part

Question 2 Total 10 marks An analyst estimates the single index model for two stocks, CBA and AMP, using monthly excess returns with the following results: RCBA = 0.012 + 1.20RM + eCEA; REBA = 0.36 RAMP = 0.019 + 1.44RM + eAMP; RAMP = 0.60 In the regression results, REBA, RAMP and RM are the excess monthly returns for CBA, AMP and the market index respectively, and REBA and RAMP are the R-square coefficients for the regressions involving CBA and AMP respectively. In addition, the monthly standard deviation of market returns is known to be 10%. Required: a. Calculate the monthly standard deviation of returns for CBA and AMP. (3 marks) b. Calculate the monthly firm-specific standard deviation for CBA and AMP. (2 marks) c. Calculate the monthly standard deviation of returns of a portfolio with weights of 0.5, 0.3 and 0.2 in CBA, AMP and the risk-free asset respectively