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%, standard deviation of stock A is Select one: a. 26.5% b. 52.6% C. 45.4% d. 32.8%