Consider the two $($excess return$)$ index$-$model regression results for stocks A and $B.$ The risk$-$free rate over the period was $7\%,$ and the market's average return was $16\%.$ Performance is measured using an index model regression on excess returns.

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$\backslash$table$[[\backslash$table$[[$Index mod$$l regression estimates$],[R-$square$]],\backslash$table$[[$Stock $A$