Exercise 2. Suppose there exists two stocks, A and B, and the market index, M. Suppose the values for the market and stock A and B are E[RM] = 0.06, ERA] = 0.01, E[RB] = 0.11, Var[RM] = 0.12, Var[RA] = 0.10, Var[RB] = 0.22, Cov[RA, RM] = 0, Cov[RB, RM] = 0.12. What are the a, b, and o for each of the stocks