Consider the two (excess return) index model regression results for stocks A and B. The risk- free rate over the period was 6%, and the market average return was 14%. Performance is measured using the index model regression on excess return. Stock A Stock B Index model regression estimates 1% +1.2 ("Mr) 2% +0.8 ("M-ry) R-square 0.576 0.436 Residual standard deviation, ole) 10.3% 19.1% Standard deviation of excess returns 21.6% 24.9% Calculate the following statistics for each stock: i. ii. iii. iv. Alpha Information Ratio Sharpe Ratio Treynor's measure. 6/6