Consider the two $($excess return$)$ index$-$model regression results for stocks A and B$.$ The risk$-$free rate over the period was $6\%,$ and the market$$s average return was $12\%.$ Performance is measured using an index model regression on excess returns.

Stock A Stock B

Index model regression estimates $1\%+1\mathrm{.}2($rM$$rf$)$

$2\%+0\mathrm{.}8($rM$$rf$)$

R$-$square $0\mathrm{.}5820\mathrm{.}439$

Residual standard deviation, $\backslash$sigma $($e$)10\mathrm{.}4\%19\mathrm{.}2\%$

Standard deviation of excess returns $21\mathrm{.}7\%25\mathrm{.}1\%$

Required:

Calculate the following statistics for each stock:

Note: Do not round intermediate calculations. Round your answers to $4$ decimal places.