Suppose that index model for Stocks A and B is estimated from excess returns 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%, security B residual variance is O a. 2,756 O b. 3,144 O c. 1,836 O d. 2,282