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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA 2.5% +0.60RM + eA

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA 2.5% +0.60RM + eA -1.5% +0.7RM + B RB - 19%; R-square 0.24; R-squareB = 0.18 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Standard Deviation Stock A Stock B % %

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