Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15% Performance is measured using an index model regression on excess returns. What is the Treynor Measure of each stock? Stock Stock B 0.5% + 1.1(Rm -R) 0.8% + 0.9(Rm -RA) Index model regression estimates R-square Residual standard deviation Standard deviation of excess returns 0.594 0.445 5.60% | 9.40% 16,90% 19.50% 13.64% for Stock A 16.67% for Stock B 4.00% for Stock A 322% for Stock B You buy a ten-year bond that has a 6.75% current yield and a 5.00% coupon (paid annually). In one year, promised yields to maturity have fallen to 5.75%. What is your holding- period return? O 15.85% O 13.53% O 8.31% 14.02%