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 14% Performance is measured using an index model regression on excess returns. Stock A Stock Index model regression estimates 16.1.20-ry) 20.8CM - A) tsquare 0.481 Mesidual standard deviation, ole) 20.65 Standard deviation of excess returns 23:13 27.98 0.665 11. V a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B Alpha Information to Sharpe ratio Treynor measure b. Which stock is the best choice under the following circumstances? This is the only sky asset to be held by the investor This stock will be mixed wire of the rivestor's portfolio, currently composed only of holding in the marketinden fond This one of my stocks that the restoranlying to form an actively managed stock portfolio