Question: can you please do both parts Consider the two (excess retumi) index-model regression resuls for stocks A and B. The risk-free rate over the period

can you please do both parts

Consider the two (excess retumi) index-model regression resuls for stocks A and B. The risk-free rate over the period was 7., and the market's average return was 12% Performance is measured using an index model regression on excess returns a. Calculate the following statistics for each stock: (Round your answers to 4 decimol places.) b. Which stock is the bett choice under the following circumstances

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