Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the markets average return was 11%. Performance is measured using an index model regression on excess returns.

	Stock A	Stock B
Index model regression estimates	1% + 1.2(rM rf)	2% + 0.8(rM rf)
R-square	0.683	0.49
Residual standard deviation, (e)	12.1%	20.9%
Standard deviation of excess returns	23.4%	28.5%

a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.)

Stock A Stock B

Alpha

Information ratio

Sharpe ratio

Treynor Measure