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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 = 4 . 5

Suppose that the index model for stocks A and B is estimated from excess returns with the following results:
RA=4.5%+1.40RM+eA
RB=-2.2%+1.7RM+eB
M=24%;R-square A=0.30;R-square ?(()()B)=0.20
What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.)
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