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Check my work Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 3.48
Check my work Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 3.48 + 1.15 RM + CA RB = -1.5% + 1.3RM + eB OM = 15%; R-square a = 0.26; R-squares = 0.16 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Standard Deviation Stock A Stock B
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