26 The historical rate of return on stock xyz was regressed on the rate of return of stock M (the explanato variable). The slope of the regression line was 0.8, the standard deviation o the residuals was 0.3 and the standard deviation of the rate of return of M was 0.2. What was the standard deviation of the rate of retu xyz? A. 0.460 B. 0.349 C. 0.286 D. None of the above