4. Suppose that the index model for stocks A and B is estimated from excess returns with the following results

RA = 3.6% + 1.20RM + eA

RB = 1.6% + 1.5RM + eB

M = 16%; R-squareA = 0.25; R-squareB = 0.15

What is the standard deviation of each stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places, without the percent sign. (e.g., 12.34))

Standard Deviation

Stock A _________________%??

Stock B _________________%??

ANSWER ONLY PLEASE. Fill in the blanks for Stock A and B.