Question 14 please, part 2, and 3

14. When you regress the excess returns of stock A on the excess returns of market portfolio, you obtain the following information about regression equation, residual standard deviation, and the standard deviation of the market portfolio: RA 0.1 1.5 RM+EA (EA)s 0.2 1) What is the standard deviation of excess returns of stock A? 2) What is the regression R2? Or put it differently, what percentage of the total risk of stock A is systematic risk? 3) What is the correlation coefficient between excess returns of stock A and excess returns of market portfolio? 2 IPag e