Consider the two (excess return) index-model regression results for stocks A and B The risk free rate over the period was and the marker's average return was 15% Performance is measured using an index model regression on excess returns What is the Treynae Measure of each stock? Stock A 0.5% + 1.1Rm-RI) 0.594 5 609 16.909 Stock 0.8%+09(Rm-RI 0.445 Index model regression estimates R-square Residual standard deviation Standard deviation of excess returns 9.40% 19.50% 13.64% for Stock A, 16.67% for Stock 8 4.00% for Stock A 3 22% for Stock B 9.45% for Stock A: 9 89% for Stock B 8.18% for Stock A: 10.00% for Stock B