Consider the two $($excess return$)$ index$-$model regression results for stocks A and B $.$ The riskfree rate over the period was $6\%,$ and the market's average return was $14\%.$ Performance is measured using an index model regression on excess returns.

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