Question: Consider the excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over the period was 8%, and the market's average return was

Consider the excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over the period was 8%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns. Lacy Brewing Corp. Index model regression estimates 11 + 1.27 - R-quare 0.653 Residunt standard deviation, o() 11.65 Standard deviation of excess returns 22.95 Calculate the following statistics for Lucy Brewing Corp: (Round your answers to 4 decimal places.) Lucy Brewing Corp % a. Alpha b. Sharpe ratio c. Treynor measure %

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