Question: The index model has been estimated from the excess returns for stock A with the following results: R A = 12.00% + 1.80 R M

The index model has been estimated from the excess returns for stock A with the following results:

RA = 12.00% + 1.80RM + eA

M = 24.00%

(eA) = 21.00%

What is the standard deviation of the return for stock A?

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