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 14%. Performance is measured using an index model regression on excess returns. Table 2 Stock A Stock B Index model regression 1% + 1.2 (rM -rf) 2% + 0.8 (rM -rf) estimates R-squared 0.576 0.436 Residual standard deviation, 10.30% 19.10% (7162! Standard deviation of excess returns Using the information in Table 2: 21.60% a). Calculate the following statistics for each stock: iv. Alpha Information Ratio Sharpe measure Treynor measure 24.90% PI R markc'l