Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the market's average return was 12%. 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(PM - rf) 0.653 11.6% 22.99 Stock B 28 + 0.8(PM - rf) 0.475 20.4% 27.5% 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 0.2533 0.1891 4.8333% 6.5000%