Consider the two (excess return) index-model regression results for stocks A and B. The riskfree rate over the period was 5%, and the markets average return was 14%. Performance is measured using an index model regression on excess returns.

	Stock A	Stock B
Index model regression estimates	1% + 1.2(rM rf)	2% + .8(rM rf)
R-square	0.611	0.454
Residual standard deviation, (e)	10.9%	19.7%
Standard deviation of excess returns	22.2%	26.1%

a.	Calculate the following statistics for each stock: (Round your answer to 4 decimal places. Omit the "%" sign in your response.)

		Stock A		Stock B
i.	Alpha		%		%
ii.	Information ratio
iii.	Sharpe measure
iv.	Treynor measure