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Problem 26 Intro Consider the two index model regression results for stocks A and B...

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Problem 26 Intro Consider the two index model regression results for stocks A and B estimated from excess returns with the following results: RB- 49%+1RM+ eB 18% 0.34 RB 0.86 Part 1 What is the standard deviation of stock B Attempt 1/10 for 10 pts. 3+ decima Submit Attempt 1/10 for 10 pts. Part 2 What proportion of the total risk of stock A is due to systematic risk? 3+ decima Submit Part 3 What proportion of the total risk of stock B is due to firm- specific factors? Attempt 1/10 for 10 pts. 3+ decima Submit

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