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 Stock B 1% + 1.2(M - rf) 2% + 0.8( rm -rf) 0.653 0.475 11.6% 20.4% 22.9% 27.5% a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B % % i. Alpha Information ratio Sharpe ratio iv. Treynor measure