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 measured using an index model regression on excess returns, What is the Information Ratio of each stock?

	Stock A	Stock B
Index model regression estimates	0.5% + 1.1 (Rm Rf)	0.8% + 0.9 (Rm Rf)
R-square	0.594	0.445
Residual standard deviation	5.60%	9.40%
Standard deviation of excess returns	16.90%	19.50%

O 0.030 for Stock A: 0.041 for Stock B

0.089 for Stock A; 0.085 for Stock B

O -0.982 for Stock A; -0,553 for Stock B

O -0.325 for Stock A; -0.267 for Stock