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 market's average return was 13%. Performance is measured using an index model regression on excess returns. rf) rf) Index model regression estimates R-square Residual standard deviation, 0(e) Standard deviation of excess returns Stock A 1% + 1.2(rM 0.695 12.3% 23.6% Stock B 2% + 0.8(rM 0.496 21.1% 28.9% a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B i. Alpha 1.0000 % 2.0000 % ii. Information ratio 0.0813 0.0948 iii. Sharpe ratio 0.5000 0.3183 iv. Treynor measure