Problem 18.2 (d) 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 15%. Performance is measured using an index model regression on excess returns. Stock A Stock B Index model regression estimates 16 + 1.211M - If 28 + 0.81M - rf R-square Residual standard deviation, ole) 19.4% Standard deviation of excess returns 0.594 0.445 10.6% 21.9% 25.50 By how much does Treynor Measure of Stock A exceed Treynor Measure of Stock B? (Negative values should be indicated with a minus sign. Enter your answer in percentage points. Round your answers to 4 decimal places.)