Consider the two index model regression results for stocks A and B estimated from excess returns with the following results: RA = 3% + 1.5RM + EA Rg = -2% + 1RM + eB Om = 18% R% = 0.28 R = 0.62 Attempt 0/3 for 10 pts. Part 1 What is the standard deviation of stock B? 3+ decimals Attempt 0/3 for 10 pts. Part 2 What proportion of the total risk of stock A is due to systematic risk? 3+ decimals Part 3 | Attempt 0/3 for 10 pts. What is the correlation coefficient for the correlation of returns between the two stocks? 4+ decimals Consider the two index model regression results for stocks A and B estimated from excess returns with the following results: RA = 3% + 1.5RM + EA Rg = -2% + 1RM + eB Om = 18% R% = 0.28 R = 0.62 Attempt 0/3 for 10 pts. Part 1 What is the standard deviation of stock B? 3+ decimals Attempt 0/3 for 10 pts. Part 2 What proportion of the total risk of stock A is due to systematic risk? 3+ decimals Part 3 | Attempt 0/3 for 10 pts. What is the correlation coefficient for the correlation of returns between the two stocks? 4+ decimals