Use the following data for Problems 9 through 14. Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3% + .7 RM + eA RB = 2% + 1.2 RM + eB M = 20%; R-squareA = .20; R-squareB = .12 9. What is the standard deviation of each stock? 10. Break down the variance of each stock into its systematic and firm-specific components. 11. What are the covariance and the correlation coefficient between the two stocks? 12. What is the covariance between each stock and the market index? 13. For portfolio P with investment proportions of .60 in A and .40 in B, rework Problems 9, 10, and 12. 14. Rework Problem 13 for portfolio