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

Multiple Choice

The index model has been estimated for stock A with the following results: R_A = 0.01 + 0.8R_M + e_A.
$\sigma$ _M = 0.20; $\sigma$ (e_A) = 0.10.
The standard deviation of the return for stock A is

A) 0.0356.
B) 0.1887.
C) 0.1600.
D) 0.6400.