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es Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA= 3.8% +1.25RM + eA

es Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA= 3.8% +1.25RM + eA = -1.8% + 1.6RM + eB 18%; R-square = 0.24; R-squareg = 0.18 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) RB OM = Stock A Stock B Standard Deviation % %

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