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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 5.0% + 1.30RM +

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 5.0% + 1.30RM + eA RB = -2.0% + 1.6RM + eg OM = 20%; R-squareA 0.20; R-squareg = 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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