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

RA $=2\mathrm{.}5\%+0\mathrm{.}60$RM $+$ eA

RB $=-1\mathrm{.}5\%+0\mathrm{.}7$RM $+$ eB

$\backslash$sigma M $=19\%$; R$$squareA $=0\mathrm{.}24$; R$$squareB $=0\mathrm{.}18$

What is the standard deviation of each stock?