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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1 . 5 %

Suppose that the index model for stocks A and B is estimated from excess returns with the following results:
RA =1.5%+0.55RM + eA
RB =-1.4%+0.6RM + eB
\sigma M =18%; RsquareA =0.25; RsquareB =0.16
What is the standard deviation of each stock?

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