III Suppose the index model for stocks X and Y is estimated from excess returns with the following results: Rx = 0.02 +0.75Rm +ex R-square(x) = 0.16 Ry=-0.015 1.4Rm+ey R-squarely) - 0.12 The market index has a standard deviation of 0.23 What is the standard deviation of stock X? What is the standard deviation of stock Y? How much is the firm-specific component of the variance of stock X? How much is the firm-specific component of the variance of stock Y? What is the covariance between the two stocks? What is the correlation coefficient between the two stocks? What is the covariance between stock X and the market index? What is the covariance between stock Y and the market index? R + 1