What is the standard deviation of stock

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

RA = 3.4% + 1.15RM + eA

RB = -1.5% + 1.3RM + eB

σM = 15%; R-squareA = 0.26; R-squareB = 0.16

What is the standard deviation of each stock?

Reference no: EM132481283

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