Suppose that the index model for stocks A and $B$ is estimated from excess returns with the following results:

$R_A=2\mathrm{.}6\%+0\mathrm{.}90R_M+e_A$

$R_B=-2\mathrm{.}0\%+1\mathrm{.}2R_M+e_B$

${}_M=26\%$;$R-$square $A=0\mathrm{.}21$;$R-$square $B_B=0\mathrm{.}12$

What is the standard deviation of each stock?

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.

$\backslash$table$[[,$Standard Deviation$],[$Stock A$,,\%$