Only answer 13 Please. Thank you!

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: 9. What is the standard deviation of each stock? 10. Break down the variance of each stock into its systematic and firm-specific components. 11. What are the covariance and the correlation coefficient between the two stocks? 12. What is the covariance between each stock and the market index? 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: 9. What is the standard deviation of each stock? 10. Break down the variance of each stock into its systematic and firm-specific components. 11. What are the covariance and the correlation coefficient between the two stocks? 12. What is the covariance between each stock and the market index