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Problem 8-9 Suppose that the index model for stocks A and Bis estimated from excess returns with the following results RA - 2.2% + 0.BR

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Problem 8-9 Suppose that the index model for stocks A and Bis estimated from excess returns with the following results RA - 2.2% + 0.BR + en Rg - -2.2% + 1.25 + eg ON - 24%; R-square - 0.16; A-squareg - 8.12 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Standard Deviation Stock A Stock B

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