please 14

Use the following data for Problems 9 through 14. Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3%+.7RM+eARB=2%+1.2RM+eBM=20%;R-squareA=.20;R-squareB=.12 9. What is the standard deviation of each stock? 10. Break down the variance of each stock into its systematic and firm-specific components. 11. What are the covariance and the correlation coefficient between the two stocks? 12. What is the covariance between each stock and the market index? 13. For portfolio P with investment proportions of .60 in A and .40 in B, rework Problems 9,10 , and 12 . 14. Rework Problem 13 for portfolio Q with investment proportions of .50 in P,.30 in the market index, and .20 in T-bills