Consider the two $($excess return$)$ index$-$model regression results for stocks A and B$.$ The riskfree rate over the period was $5\%,$ and the market's average return was $15\%.$ Performance is measured using an index model regression on excess returns.

$\backslash$table$[[,$Stock A$,$Stock B$],[\backslash$table$[[$Index model regression$],[$estimates$]],1\%+1\mathrm{.}2($r$\_($M$)-$r$\_($f$)),2\%+0\mathrm{.}8($r$\_($M$)-$r$\_($f$))],[\backslash$table$[[$Residual standard deviation,$],[\backslash$sigma $($e$)]],11\%,19\mathrm{.}8\%],[\backslash$table$[[$Standard deviation of excess$],[$returns$]],22\mathrm{.}3\%,23\mathrm{.}6\%]]$

a$.$ Calculate the following statistics for each stock: $($Round your answers to $4$ decimal places.$)(8$ marks$)$

$\backslash$table$[[,,$Stock A$,$Stock B$],[$i$.,$Alpha,,$],[$ii$.,$Information ratio,,$],[$iii$.,$Sharpe ratio,,$],[$iv$.,$Treynor measure,,$]]$