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

RA $=3\mathrm{.}5\%+0\mathrm{.}65$RM $+$ eA

RB $=-1\mathrm{.}6\%+0\mathrm{.}8$RM $+$ eB

$\backslash$sigma M $=21\%$; R$$squareA $=0\mathrm{.}22$; R$$squareB $=0\mathrm{.}14$

What is the standard deviation of each stock?