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 market's average return was 14%. Performance is measured using an index model regression on excess returns Stock A 1.2(rH- 0.635 11.3% 22.6% Stock B + 0.8(rH- 0.466 20.1% 269% 1% rf) 2% rf) Index model 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 ii. Sharpe ratio iv. Treynor measure