Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

$R_A=2\mathrm{.}80\%+1\mathrm{.}00R_M+e_A$

$R_B=-1\mathrm{.}00\%+1\mathrm{.}30R_M+e_B$

${}_M=18\%$;$R-$square $A=($