When you regress the excess returns of stock A on the excess returns of market portfolio, you obtain the following information about regression equation, residual standard deviation, and the standard deviation of the market portfolio RA 0.1 +1.5 RM EA OM0.16 1) What is the standard deviation of excess returns of stock A? 2) What is the regression R2? Or put it differently, what percentage of the total risk of stock A is systematic risk? 3) What is the correlation coefficient between excess returns of stock A and excess returns of market portfolio