The rate of return on stock $$a$$ is described in terms of a regression on the rate of return on the rate of return on index $1$ as follows: Ra $=1\mathrm{.}7\%+0\mathrm{.}65*$I$1+$ e$1.$ It can also be described in terms of a regression the rate of return on index $2$ as follows: Ra $=-1\mathrm{.}4\%+1\mathrm{.}2*$I$2+$ e$2.$ You also know that the risk$-$free rate is $2\%$ and the expected rate of return on index $1$ and $2$ are $10\%$ and $8\%$ respectively. If one of these indexes is in fact the market portfolio, can you tell which one?

A$.$ Yes, index $1$

B$.$ Yes index $2$

C$.$ No$,$ either one could be the market portfolio.

D$.$ No$,$ neither one can be the market portfolio.