$14.$ You have created a large portfolio made of thousands of stocks from all over the world. You made sure that based on careful calculations of average returns and covariances, this is a tangent portfolio. You now want to test if this portfolio is a good substitute for the market portfolio. You pick $1000$ stocks that are not part of this portfolio and regress their excess return on this portfolio excess return $($the explanatory variable.$)$ The average of the regression intercepts was $0\mathrm{.}25\%$ and statistically significant. Is this Portfolio a good substitute for the market portfolio? A$.$ YesB. No