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 markets average return was 12%. Performance is measured using an index model regression on excess returns.

	Portfolio A	Portfolio B
Return	10.00	12.50
Index model regression estimates	1% + 1.5(rM rf)	2% + 1.2(rM rf)
Benchmark return	10.00
standard deviation of portfolio	0.11	0.20
Standard deviation of excess returns	0.23	0.27

a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.)