Question 38 The index model for stock A has been estimated with the following result: Ra= 0.01 + 0.9Rm+ eA If om=0.25 and R?A= 0.25, where RPA is the regression R squared, the standard deviation of return of stock A is A. 0.2025 B. 0.2500 C. 0.4500 D. 0.8100 E. 0.5460