how did they find that Rsquare (a )= .576

and that R squared B = .436

and how did they find the residual standard deviation's

urgent!!

please show step-by-step not in excel

Interpreting the Single-Index Model Regressions Consider the two (excess return) regression results for Stocks A and Bir RA= 1% +1.2 RM mare Firm -scilic risk R-square (A) = 0.576 move mankef nsk Residual standard deviation (A)= 10.3% . RB = -2% +08RM . R-square (B) = 0.436 . Residual standard deviation (B) = 9.1% - O Which stock has more firm-specific risk? - Which stock has greater market risk (or systematic risk)? meas - For which stock does the market explain a greater fraction of return Return variability? R? measure fraction 0.576 >0.436 O Which stock had an average return in excess of that predicted by the a CAPM? measure by alfa 1% -2%. secuture by Best stand ney V (or systematic risk)? measure by Bena Interpreting the Single-Index Model Regressions Consider the two (excess return) regression results for Stocks A and Bir RA= 1% +1.2 RM mare Firm -scilic risk R-square (A) = 0.576 move mankef nsk Residual standard deviation (A)= 10.3% . RB = -2% +08RM . R-square (B) = 0.436 . Residual standard deviation (B) = 9.1% - O Which stock has more firm-specific risk? - Which stock has greater market risk (or systematic risk)? meas - For which stock does the market explain a greater fraction of return Return variability? R? measure fraction 0.576 >0.436 O Which stock had an average return in excess of that predicted by the a CAPM? measure by alfa 1% -2%. secuture by Best stand ney V (or systematic risk)? measure by Bena