50383 cmid=246637 Gritaj.ps Time left 0:57:31 Suppose the index model for stocks X and Y is estimated from excess returns with the following results: Rx=0.025 +0.75Rm +ex R-square(x) = 0.17 Ry = -0.02 + 1.2m +ey R-squarely) = 0.12 The market index has a standard deviation of 0.22. What is the standard deviation of stock X What is the standard deviation of stock Y? How much is the firm-specific component of the variance of stock X2 How much is the firm-specific component of the variance of stock Y? g