4 Consider the two (excess return index model regression results for socis Aand it Therokee eteen market's average return was 16% Performance is measured using an index modes regression on excess 30 points Index model regression estimates square Residual standard deviation, e) Standard deviation of excess returns STORA IK + 1.2 2,647 11.55 Stocka 2. 9.472 20. 024836 27.13 000 a. Calculate the following statistics for each stock (Round your answers to 4 decimal places) rentes Alpha Information ratio Sharpe ratio Treynor measure Stock (6.0000) (05217) 0.1709 3.4000 Stock 150000 102453 0.0006 27500 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 16%. Performance is measured using an index model regression on excess returns Index model regression estimates R-square Residual standard deviation, o(e) Standard deviation of excess returns Stock A 1x + 1.200 0.647 11.5% 22.0 Stock 28+ 0.01 0,072 20. 27.3% 2:47.51 OOK a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) antes Alpha Information ratio Sharpe ratio lv. Treynor measure Stock A 160000) (0.5217) 0.1789 3.4000% Stock (5.0000) (0.2463) 0.0806 2.75001%