Problem 18.2(c) 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 1+ 1.211M - rf 28 + 0.81M - rf 0.594 0.445 R-square Residual standard deviation, ole) Standard deviation of excess returns 10.6% 19.4% 21.98 25.5 By how much does Sharpe Ratio of Stock A exceed Sharpe Ratio of Stock B? (Negative values should be indicated with a minus sign. Round your answers to 4 decimal places.)