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

$R_A=3\mathrm{.}6\%+1\mathrm{.}20R_M+e_A$

$R_B=-1\mathrm{.}6\%+1\mathrm{.}5R_M+e_B$

${}_M=16\%$;$R-$square $A=()B$

What is the standard deviation of each stock?

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.

$\backslash$table$[[,$Standard Deviation$],[$Stock A$,\%$