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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.0% + 0.45RM +

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.0% + 0.45RM + eA RB-1.08 1.0RMep OM= 168; R-squareA = 0.28; R-squareg = 0.21 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Standard Deviation Stock A Stock B

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