I know what the answer is but please show work on how to solve it (HANDWRITTEN AND NOT USING EXCEL). Show formulas used.

The index model for stock A has been estimated with the following result: IA - rf = 0.01 + 0.9 (M - rf) + ea If om=0.25 and RPA = 0.25, the standard deviation of return of stock A is = A) B) C) D) E) 0.2025 0.2500 0.4500 0.8100 none of the above