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please help me please Suppose the index model for stocks X and Y is estimated from excess returns with the following results: Rx = 0.02

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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 +1.3Rm tey R-squarely) = 0.12 The market index has a standard deviation of 0.22 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

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