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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 = 2.8% + 1.00

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

R_A = 2.8% + 1.00R_M + e_A

R_B = 1.0% + 1.3R_M + e_B

_M = 18%; R-square_A = 0.27; R-square_B = 0.13

What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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