Consider the two $($excess return$)$ index$-$model regression results for stocks A and $B.$ The risk$-$free rate over the period was $8\%,$ and the market's average return was $13\%.$ Performance is measured using an index model regression on excess returns.

$\backslash$table$[[$Index model regression estimates,stock A$,$stock B$],[R-,1\%+1\mathrm{.}2(r_M-r_f),2\%+0\mathrm{.}8(r_M-r_f)$