HELP

Intro You regress excess returns of stock B on excess returns of market portfolio. You've collected the following outputs (regression equation, residual standard deviations, and the standard deviation of market portfolio, M): RB = 0.2 + 1.5 RM + EB (EB) = 0.2 OM = 0.28 Part 1 | Attempt 1/3 for 10 pts. a. What is the standard deviation of stock B? b. What is regression R-square? C. Given known beta and market risk, find covariance bwtween excess returns of stock B and excess returns of market portfolio. Then find correlation coefficient bwtween excess returns of stock B and excess returns of market portfolio. What is the other way to find this correlation (hint: from answer in b)? Do you find the same correlaiton