The index model for stock B has been estimated with the following result:
R_B= 0.01 + 1.1R_M+ e_B
If β_M= 0.20 and R²_B= 0.50,the standard deviation of the return on stock B is _________.

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The Answer of The index model for stock B has been estimated with the following result: R_B= 0.01 + 1.1R_M+ e_B If β_M= 0.20 and R²_B= 0.50,the standard deviation of the return on stock B is _________. A)0.1111 B)0.2111 C)0.3111 D)0.4111 E)none of the above

The Index Model for Stock B Has Been Estimated with the Following