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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA-38 +0.7RM + eA -20%; R-squareA-

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA-38 +0.7RM + eA -20%; R-squareA- 0.20; R-squareB-0.12 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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