Suppose that index model for Stocks A and B is estimated from excess retums with the following results: Ra=0.04+0.6Rm+ea, Rb=-0.04+1.3Rm+eb, Risk on the market is 30%, R-squared of A is 30%, R- squared of B is 40%, standard deviation of stock A is Select one: O a. 26.5% O b. 45.4% O c. 52.6% O d. 32.8%