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Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: RA = 2.6% +0.98RM + eA Rg

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Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: RA = 2.6% +0.98RM + eA Rg = -2.04 + 1.2RM + eg OM = 26%; R-squarea = 0.21; R-squareg - 0.12 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Stock A Stock B Standard Deviation % %

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