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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 2 RA - 2.58 + 0.60

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 2 RA - 2.58 + 0.60 RM + eA RB = -1.58 + 0.7 RM + eB OM = 198; R-squareA = 0.24; R-squares = 0.18 11.11 points 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 eBook % Print References

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