Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3%+.7RM+eARB=2%+1.2RM+eBm=20%;RsquareA=.20;R-squaresqB=.12 a. (4 points) What is the standard deviation of each stock? b. (8.points) Break down the variance of each stock into its systematic and firm-specific components. c. (4 points) What is the covariance between each stock and the market index? d. (4 points) What is the covariance between each stock and the market index