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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 = 2 . 0

Suppose that the index model for stocks A and B is estimated from excess returns with the following results:
RA=2.00%+0.40RM+eA
RB=-1.80%+0.90RM+eB
M=15%;R-square A=(
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