Suppose that the index model for stocks A and $B$ is estimated from excess

returns with the following results:

$R_A=2\mathrm{.}50\%+0\mathrm{.}95R_M+e_A$

$R_B=-1\mathrm{.}80\%+1\mathrm{.}10R_M+e_B$

${}_M=($