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4. Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: 10 points RA - 4.5% +

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4. Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: 10 points RA - 4.5% + 1.40 + A Rg -2.25 +1.781 en ON - 24; R-square - 0.30; R-squareg - 0.20 What is the standard deviation of each stock? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Standard Deviation % References Stock A Stock 15

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