What is the standard deviation of each stock

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Reference no: EM13875138

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

RA = 1.6% + 0.70RM + eA RB = –1.8% + 0.9RM + eB σM = 22%; R-squareA = 0.20; R-squareB = 0.15 what is the standard deviation of each stock?

Reference no: EM13875138

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