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

RA $=3\%+0\mathrm{.}7$RM $+$ eA

RB $=2\%+1\mathrm{.}2$RM $+$ eB

$\backslash$sigma M $=20\%$; R$-$squareA $=0\mathrm{.}20$; R$-$squareB $=0\mathrm{.}12$

What is the standard deviation of each stock? $($Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places, without the percent sign. $($e$.$g$.,12\mathrm{.}34))$

Standard

Deviation

Stock A

$\%$

Stock B

$\%$