Problem $8-9$

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

$R_A=3\mathrm{.}0\%+1\mathrm{.}05R_M+e_A$

$R_B=-1\mathrm{.}2\%+1\mathrm{.}2R_M+e_B$

${}_M=29\%$;$R-$square $e_A=()B$

What is the standard deviation of each stock? $($Do not round intermediate calculations. Round your answers to $2$ decimal plac

$\backslash$table$[[,$Standard Deviation$],[$Stock A$,\%$