Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-Square Standard Deviation of excess returns Stock A 1% + 1.2(rm-rf) 0.605 22.1% Stock B 2% +0.8(rm-rf) 0.451 25.9% A. Calculate the following statistics for each stock (use who percent values, 1% not 0.01 for example, for your calculations) Round to 4 decimal points. Stock A Stock B % % i. Alpha ji. Sharpe Ratio iii. Treynor measure b. Which stock is the best choice under the following circumstances? i. ii. This is the only risky asset to be held by the investor. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio