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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.0% + 0.40RM +

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.0% + 0.40RM + eA RB = -1.8% + 0.9RM + eB OM = 15%; R-squarea = 0.30; R-squarep = 0.22 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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