& Consider the two (excess return) index model regression results for stocks AB and BC. The risk free rate over the period was 6e, and the market's average retum was 14%. Performance is mea- sured using an index model regression on excess returns Stock AB Stock ac Index model regression estimates 1% + 1.200 2% Blu- R-square 576 436 Residual standard deviation of 10.3% 19.1% Standard deviation of excess returns 21.6% 24.9% & Consider the two (excess return) index model regression results for stocks AB and BC. The risk free rate over the period was 6e, and the market's average retum was 14%. Performance is mea- sured using an index model regression on excess returns Stock AB Stock ac Index model regression estimates 1% + 1.200 2% Blu- R-square 576 436 Residual standard deviation of 10.3% 19.1% Standard deviation of excess returns 21.6% 24.9%