Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate (rf) over the period was 6%, and the market's average return (rm) was 14% with a standard deviation of 20%. Performance is measured using an index model regression on excess returns. Stock A Stock B 1% +1.2(rm-r) 2% +0.8(rm-r) Model estimate R2 0.576 residual standard deviation 10.3% excess return standard deviation 21.6% 0.436 19.1% 24.9% The asset with the highest Sharpe ratio is: Stock A Stock B o the Market Stock A and B are tied for highest