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 12%. Performance is measured using an index model regression on excess returns. Stock A Stock B 18 + 1.2(rM 28 + 0.8 (rM - re) - re) Index model regression estimates R-square Residual standard deviation, o(e) 0.623 0.46 11.18 19.98 Standard deviation of excess returns 22.4% 26.58 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