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 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(CM - rf) 0.617 11% 22.3% Stock B 2% + 0.8(rM - rf) 0.457 19.8% 26.3% a. Calculate the following statistics for each stock (use whole percent values, 1%, not 0.01 for example, for your calculations): (Round your answers to 4 decimal places.) Stock A Stock B i. Alpha % % . Information ratio iii. Sharpe ratio iv. Treynor measure