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 retuin was 13%. Performance is measured using an Index model regression on excess returns. Index model pression estimates Rare Residual standard deviation, le) Standard deviation of excess returns Stock A 18+1.2M) 0.652 11. 20% Stock X+ 0.8( - ) 0.478 20.5 27.7% a. Calculate the following statistics for each stock (use whole percent values, 1%, not 0.01 for example, for your calculations) (Round your answers to 4 decimal places.) Stock A Stock B Alpha Information rap in Sharp Truynor 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 made with the rest of the investor's portfoo cuently composed soloy of holdings in the market indeklund 4