Hi please show answers and excel format with highlighted problems and labels.

Chapter 8-Index Models A Saved Help Save & Exit Submit Check my work 3 . Suppose that the index model for stocks A and is estimated from excess returns with the following results: 10 points RA = 2.808 + 1.00RM + eA RB = -1.00% + 1.30RM + es OM = 188; R-squareA = 0.27; R-squares = 0.13 Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B. eBook Print a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) References Standard deviation % b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) Firm-specific d. What is the covariance between the portfolio and the market index? (Do not round your intermediate calculations. Round your answer to 3 decimal places.) Covariance