market's average return was 14%. Performance is measured using an index model regression on excess returns. 1% + 1.2(r-M-r-f) with an R2 of 0.576 and residual standard deviations of 10.3%. What is the expected return of Stock A? Consider the (excess return) index-model regression results for stocks A. The risk-free rate over the period was 6%, and the O 7% O 16,6% O 196 O 10,6%