Comuder me two fexcess returninde model regression results for sode A and 8 The risk tree rate over the period was and the market's vrage return was 12 Performance measured using an index model regression on excess returns 1.1. - . 1. sto . 6,453 2 18. estar det) Stadion ..Calculate the following statistics for each stock (Round your antwers to 4 decimal places.) Stocka Ah Supe b. Which is the best choice under the forcumstances! This the way moram comedy of holding in the of my design managed took porno Thu Consider the two fexcess Tourjindex model regression results for stocks A and a. The risk free rate over the period was 4%, and the market's average return was 12% Performance is measured using an index model regression on excess returns Index model gesto estimates are Resistandard deviation, Standard deviation of returns Stock 15.1.2 0.679 13.2 23.51 Stock 21.0.66 0,453 201 20.7 a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) - Answer is not complete. Star Stock IOS 3000) D 100 0.10520 1 Alpha Information Sharpe Treyna 35800 3.7800 Which stock is the best choice under the following circumstances? The theory bebed by the investor This wo bed with the rest of the portierendy of holdings in the manikud Mesunto the sur le nying to loman achiyanaged stud pool Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns Stock A 1% +1.27 - rf) 0.699 12.2% 23.5% Stock 8 2x + 0.8(-p 0.493 21% 28.7% a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) Answer is not complete. 1 Stock A 15.3000) % 0.1830 Stock B (3.3800) % 0.10523 Alpha Information ratio Sharpe ratio Treynor measure lv 3.5800 % 3.7800 b. Which stock is the best choice under the following circumstances? This is the only risky asset to be held by the investor This stock will be mixed with the rest of the investors portfolio, currently composed solely of holdings in the market-index fund This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio Comuder me two fexcess returninde model regression results for sode A and 8 The risk tree rate over the period was and the market's vrage return was 12 Performance measured using an index model regression on excess returns 1.1. - . 1. sto . 6,453 2 18. estar det) Stadion ..Calculate the following statistics for each stock (Round your antwers to 4 decimal places.) Stocka Ah Supe b. Which is the best choice under the forcumstances! This the way moram comedy of holding in the of my design managed took porno Thu Consider the two fexcess Tourjindex model regression results for stocks A and a. The risk free rate over the period was 4%, and the market's average return was 12% Performance is measured using an index model regression on excess returns Index model gesto estimates are Resistandard deviation, Standard deviation of returns Stock 15.1.2 0.679 13.2 23.51 Stock 21.0.66 0,453 201 20.7 a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) - Answer is not complete. Star Stock IOS 3000) D 100 0.10520 1 Alpha Information Sharpe Treyna 35800 3.7800 Which stock is the best choice under the following circumstances? The theory bebed by the investor This wo bed with the rest of the portierendy of holdings in the manikud Mesunto the sur le nying to loman achiyanaged stud pool Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns Stock A 1% +1.27 - rf) 0.699 12.2% 23.5% Stock 8 2x + 0.8(-p 0.493 21% 28.7% a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) Answer is not complete. 1 Stock A 15.3000) % 0.1830 Stock B (3.3800) % 0.10523 Alpha Information ratio Sharpe ratio Treynor measure lv 3.5800 % 3.7800 b. Which stock is the best choice under the following circumstances? This is the only risky asset to be held by the investor This stock will be mixed with the rest of the investors portfolio, currently composed solely of holdings in the market-index fund This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio