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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA . 2.2% + 0.8RM +

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA . 2.2% + 0.8RM + eA RB OM -248 R-squareA -0.16 R-square - 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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