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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 =4.5%+1.40RM + eA
RB =2.2%+1.7RM + eB
\sigma M =24%; R-squareA =0.30; R-squareB =0.20
What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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