PLEASE ANSWER ALL PARTS FOR THUMBS UP

Problem 6 Intro Assume that the single index model is valid. You've collected the following information about excess returns for two stocks, A and B, their residual standard deviations, and the standard deviation of the macroeconomic factor, M: . RA= -0.1 +0.5 RM + A RB = 0.2 + 1.4 RM + eb (ex) = 0.4 oleg) = 0.2 OM = 0.24 | Attempt 1/10 for 10 pts. Part 1 What is the standard deviation of stock A? 3+ decimals Submit | Attempt 1/10 for 10 pts. Part 2 What is the standard deviation of stock B? 3+ decimals Submit Part 3 - Attempt 1/10 for 10 pts. What is the covariance between the returns on stocks A and B? 4+ decimals Submit