Please Quicly ..

The index model for stock A has been estimated with the following result:RA= 0.01 + 0.9RM+ eA, If Sigma (m)= 0.25 and R squared of A= 0.25, the standard deviation of return of stock A is _________.

Select one:

a. 0.8100

b. 0.4500

c. 0.2500

d. 0.2025