Consider the data contained in the table below, which lists $30$ monthly excess returns to two different actively managed stock portfolios $($A and B$)$ and three different common risk factors $(1,2,$ and $3).($Note: You may find it useful to use a computer spreadsheet program such as Microsoft Excel to calculate your answers.$)$

Period Portfolio A Portfolio B Factor $1$ Factor $2$ Factor $3$

$11\mathrm{.}11\%0\mathrm{.}00\%0\mathrm{.}01\%-1\mathrm{.}09\%-1\mathrm{.}75\%$

$27\mathrm{.}676\mathrm{.}586\mathrm{.}800\mathrm{.}20-1\mathrm{.}17$

$35\mathrm{.}055\mathrm{.}944\mathrm{.}78-1\mathrm{.}521\mathrm{.}92$

$41\mathrm{.}100\mathrm{.}330\mathrm{.}760\mathrm{.}420\mathrm{.}18$

$5-2\mathrm{.}07-1\mathrm{.}57-3\mathrm{.}02-3\mathrm{.}634\mathrm{.}31$

$64\mathrm{.}342\mathrm{.}312\mathrm{.}93-3\mathrm{.}31-1\mathrm{.}54$

$7-0\mathrm{.}81-2\mathrm{.}38-2\mathrm{.}81-4\mathrm{.}41-1\mathrm{.}79$

$8-15\mathrm{.}41-15\mathrm{.}51-16\mathrm{.}04-5\mathrm{.}885\mathrm{.}69$

$96\mathrm{.}104\mathrm{.}135\mathrm{.}860\mathrm{.}03-3\mathrm{.}83$

$107\mathrm{.}806\mathrm{.}757\mathrm{.}07-3\mathrm{.}26-2\mathrm{.}82$

$117\mathrm{.}845\mathrm{.}605\mathrm{.}761\mathrm{.}43-3\mathrm{.}70$

$129\mathrm{.}544\mathrm{.}875\mathrm{.}95-0\mathrm{.}21-4\mathrm{.}85$

$135\mathrm{.}182\mathrm{.}663\mathrm{.}551\mathrm{.}25-6\mathrm{.}20$

$14-3\mathrm{.}23-0\mathrm{.}48-4\mathrm{.}12-5\mathrm{.}601\mathrm{.}70$

$155\mathrm{.}392\mathrm{.}673\mathrm{.}42-3\mathrm{.}81-2\mathrm{.}99$

$162\mathrm{.}407\mathrm{.}334\mathrm{.}402\mathrm{.}902\mathrm{.}88$

$17-2\mathrm{.}770\mathrm{.}12-2\mathrm{.}343\mathrm{.}443\mathrm{.}18$