Suppose that the index model for stocks A and B is estimated from excess returns with the following results: {:[R_(A)=3%+0.7R_(M)+e_(A)],[R_(B)=-2%+1.2R_(M)+e_(B)],[sigma_(M)=20%;R" - "" square "_(A)=0.20;R" - "" square "_(B)=0.12]:} What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Standard Deviation Stock A % Stock B %