Question: I know what the answer is but please show work on how to solve it (HANDWRITTEN AND NOT USING EXCEL) The index model has been

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

The index model has been estimated for stocks A and B with the following results: IA - If = 0.01 + 0.8 (IM - rf) + ea. IB - rf = 0.02 + 1.2 (rm - rf)+ eB, o(ea) = 0.20 = OM = 0.20, (EB) = 0.10. = The standard deviation for stock A is A) B) C) D) E) 0.0656 0.0676 0.2561 0.2600 none of the above

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