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use the following data for Problems 9 through 14, Suppose that the index model for Stocks A and B is estimated from excess returns with the following results: RA = 3% + .7RM + es Rp = -2% + 1.2RM + eb OM = 20%; R-squarex = 20; R-squareg = .12 "A BB pol 9. What is the standard deviation of each stock? 10. Break down the variance of each stock to the systematic and firm-specific components. 1. What are the covariance and correlation coefficient between the two stocks? 2.) What is the covariance between each stock and the market index? For portfolio P with investment proportions of .60 in A and.40 in B, rework Problems 9, 10, and 12. Rework Problem 13 for portfolio Q with investment proportions of .50 in P, .30 in the market index, and .20 in T-bills. use the following data for Problems 9 through 14, Suppose that the index model for Stocks A and B is estimated from excess returns with the following results: RA = 3% + .7RM + es Rp = -2% + 1.2RM + eb OM = 20%; R-squarex = 20; R-squareg = .12 "A BB pol 9. What is the standard deviation of each stock? 10. Break down the variance of each stock to the systematic and firm-specific components. 1. What are the covariance and correlation coefficient between the two stocks? 2.) What is the covariance between each stock and the market index? For portfolio P with investment proportions of .60 in A and.40 in B, rework Problems 9, 10, and 12. Rework Problem 13 for portfolio Q with investment proportions of .50 in P, .30 in the market index, and .20 in T-bills