The index model for stock A has been estimated with the following result:

$R_A=0\mathrm{.}01+0\mathrm{.}94R_M+e_A$

If ${}_M=0\mathrm{.}30$ and $R_A^2=0\mathrm{.}28,$ the standard deviation of return of stock $A$ is

$0\mathrm{.}4500$

$0\mathrm{.}2500$

$0\mathrm{.}2025$

$0\mathrm{.}5329$