Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.6% + 1.20RM + EA RB = -1.6% + 1.5RM + eB OM = 16%; R-square A = 0.25; R-squares 0.15 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 %