You run an index model estimation for a stock using the S\&P 500 as your index. The regression yields a coefficient on the S\&P 500 's excess returns of 1.66. Suppose the standard deviation of the stock's excess returns is 18% and the standard deviation of the residuals from the regression is 11%. What is the R-squared of your regression? 0.6111 0.6265 0.5017 It cannot be determined from the given information. 0.3735 0.3889