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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 = 5.0% + 1.30

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 5.0% + 1.30RM + eA RB = 2.0% + 1.6RM + eB M = 20%; R-squareA = 0.20; R-squareB = 0.12 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) =

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