Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 7%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns Stock A 1% + 1.2 (rm -rf) 0.641 11.4% 22.7% Stock B 2% + 0.8(rm -rf) 0.469 20.2% 27.1% a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B % % i. Alpha ii. Information ratio iii. Sharpe ratio iv. Treynor measure % %