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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=2.0%+0.40RM+eA
RB=-1.8%+0.9RM+eB
M=15%;R-square A=0.30;R-square B=0.22
What is the standard deviation of each stock?
Note: Do not round intermediate calculations. Round your answers to 2 decimal places.
\table[[,Standard Deviation],[Stock A,,%
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