Check my work 4 Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns. 22 points rf) rf) Index model regression estimates R-square Residual standard deviation, 0(e) Standard deviation of excess returns Stock A 1% + 1.2(rm 0.588 10.5% 21.8% Stock B 2% + 0.8(PM 0.442 19.3% 25.3% eBook Print a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) References Stock A Stock B % % i. Alpha ii. Information ratio iii. Sharpe ratio iv. Treynor measure 22 points b. Which stock is the best choice under the following circumstances? eBook Print References i. This is the only risky asset to be held by the investor. This stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the . market-index fund. iii. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio