Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 7%, and the markets average return was 16%. Performance is measured using an index model regression on excess returns.

Stock A 1% + 1.2(ry-rf) 0.647 11.5% 22.8% Stock B 0.8(ry- 0.472 20.3% 27 . 3% 2% rf) Index modei regression estimates + R-square Residual standard deviation, ?(e) Standard deviation of excess returns a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B i. Alpha ii. Information ratio ili. Sharpe ratio v Trevnor measure