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

Multiple Choice

The index model for stock A has been estimated with the following result: R_A = 0.01 + 0.9R_M + e_A.
If $\sigma$ _M = 0.25 andR²_A = 0.25, the standard deviation of return of stock A is

A) 0.2025.
B) 0.2500.
C) 0.4500.
D) 0.8100.