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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.8% + 0.75RM +

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.8% + 0.75RM + EA RB = -2.0% + 1.1RM + eB OM = 23%; R-squareA = 0.18; R-squarep = 0.10 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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