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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R A = 3.4% + 1.15

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

RA = 3.4% + 1.15RM + eA
RB = 1.5% + 1.3RM + eB
M = 15%; R-squareA = 0.26; R-squareB = 0.16

What is the standard deviation of each stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places, without the percent sign. (e.g., 12.34))

Standard Deviation
Stock A %
Stock B %

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