Consider the two (excess return) index model regression results for Fund X and Fund Y. The risk-free rate over the period was 6% and the market's average return was 14%. Performance is measured using an index model regression on excess returns: Stock A Stock B Return 16.6% 14.4% Beta 1.2 0.8 R-square 1.576 .436 10.3% 19.1% Residual standard dev. o(e) Standard dev. of 21.6% 24.9% excess returns Calculate the Information Ratio for both funds