Question: Consider the (excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over the period was 7%, 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 7%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns. muy brey Corp Index model regression estimates 11 + 1.2 R-square Rendaal standard deviation, o) 11.25 Standard deviation of excess returns 0.62% 22.50 Calculate the following statistics for Lucy Brewing Corp. (Round your answers to 4 decimal places.) Lucy Brewing Corp a Alpha b. Sharpe ratio o. Treynor mesure

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