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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 4 . 5 %
Suppose that the index model for stocks A and B is estimated from excess returns with the following results:
RA RM eA
RB RM eB
sigma M ; RsquareA ; RsquareB
What is the standard deviation of each stock? Do not round intermediate calculations. Round your answers to decimal places.
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