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9. Consider the two (excess return) multi-factor model regression results for A and B: RA = 2% + 1.3RM + 0.8RSMB + eA RB =

9. Consider the two (excess return) multi-factor model regression results for A and B: RA = 2% + 1.3RM + 0.8RSMB + eA RB = 1% + 1.5RM + 1.2RSMB + eB OM = 22%; OSMB = 25%; R-squareA = 0.5; R-squares = 0.7 a) What is the standard deviation of returns for each stock? b) What is the standard deviation of returns for a portfolio comprising 60% of Stock A and 40% of Stock B

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