1, Consider the two (excess return) index-model regression results for stocks A and B. The risk- free rate over the period was 7%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, (e) Standard deviation of excess returns Stock A 0.01 + 1.2(rm-r) 0.641 11.4% 22.7% Stock B 0.02 +0.8(rm-r) 0.469 20.2% 27.1% Calculate the following statistics for each stock: i, Jensen's Alpha ii, Sharpe ratio iii. Treynor ratio