Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the market's average return was 11%. Performance is measured using an index model regression on excess returns. Stock A Stock B Index model regression estimates 1% + 1.2 M - rf) 28 + 0.85M - rf) R-square 0.683 0.49 Residual standard deviation, ole) 12.1% 20.9% Standard deviation of excess returns 23.4% 28.5% Required: a. Calculate the following statistics for each stock: (Do not round intermediate calculations. Round your answers to 4 decimal places.) Stock B Stock A 1.0000 % 0.08261-0.001 2.0000 % 0.0957+/-0.001 i. Alpha ii. Information ratio iii. Sharpe ratio iv. Treynor measure 0.4017+/-0.001 0.26674/-0.001 0.0783 -0.001 0.0950-0.001