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Question 1 1 pts Use the following data for Question#1 to Question#5. The index model is estimated for the following two stocks. Stock Expected Return Beta Firm-specific Standard Deviation A 13% 0.8 30% B 18% 1.2 40% The market index has a standard deviation of 22% and the risk-free rate is 8%. What is the standard deviation of stock A? Your answer should be in percentage points and accurate to the hundredth. For example, if your answer is 30.1234%, you should type in 30.12. 34.78 Question 2 1 pts Suppose now that we construct a portfolio with proportions: Stock A: 0.30 Stock B: 0.55 T-bills: 0.15 What is the expected return of the portfolio? Your answer should be in percentage points and accurate to the hundredth. 15 Question 3 1 pts What is the beta of the portfolio constructed in Question#2? Your answer should be in decimal values and accurate to the hundredth (NOT in percentage points). For example, if the answer is 0.1264, then you should type in 0.13. 0.9