Consider the two (excess return) index-model regression results for stocks A and B. The riskfree rate over the period was 8%, and the market’s average return was 14%. Performance is measured using an index model regression on excess returns. Stock A Stock B Index model regression estimates 1% + 1.2(rM – rf) 2% + .8(rM – rf) R-square 0.665 0.481 Residual standard deviation, σ(e) 11.8% 20.6% Standard deviation of excess returns 23.1% 27.9% a. Calculate the following statistics for each stock: (Round your answer to 4 decimal places. Omit the "%" sign in your response.) Stock A Stock B i. Alpha 1 % 2 % ii. Information ratio iii. Sharpe measure . iv. Treynor measure