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 $14\%.$ Performance is measured using an index model regression on excess returns.

$\backslash$table$[[R-$square,$0\mathrm{.}576,0\mathrm{.}436],[$Residual standard deviation, $(e),10\mathrm{.}3\%,19\mathrm{.}1\%$