Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, o(e) Standard deviation of excess returns Stock A 1% +1.2(rm -rf) Stock B 2% +0.8(rm -rf) 0.605 10.8% 0.451 19.6% 22.1%. 25.9% Required: a. Calculate the following statistics for each stock: (Do not round intermediate calculations. Round your answers to 4 decimal places.) Stock A Stock B i. Alpha 1.0000 % 2.0000 % ii. Information ratio (0.3704) 0.1531 iii. Sharpe ratio 0.0452 0.0772 iv. Treynor measure 0.8333 2.5000