Problem 18.2 (g) 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 18 + 1.211M - 2+ 0.Birm -rf R-square 0.594 0.445 Residual standard deviation, ole) 10.6% 19.4% Standard deviation of excess returns 21.98 25.5% Is Stock A the best choice in the following scenario: This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio. O Yes O No