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Suppose that the Index Model for the excess returns of stocks A and B is estimated...

Suppose that the Index Model for the excess returns of stocks A and B is estimated with the following results: RA = 0.01 + 0.80 * Rm + eA RB = -0.02 + 1.5 * Rm + eB Stdev(Rm)=0.25 Stdev(eA)=0.40 Stdev(eB)=0.20 What is the Standard Deviation of each Stock. What is the Covariance between Stock A and Stock B. What is the Correlation between Stock A and Stock B

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