Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the markets average return was 15%. Performance is measured using an index model regression on excess returns. What is the Treynor Measure of each stock?

	Stock A	Stock B
Index model regression estimates	0.5% + 1.1(Rm - Rf)	0.8% + 0.9(Rm - Rf)
R-square	0.594	0.445
Residual standard deviation	5.60%	9.40%
Standard deviation of excess returns	16.90%	19.50%

8.18% for Stock A; 10.00% for Stock B
		13.64% for Stock A; 16.67% for Stock B
		9.45% for Stock A; 9.89% for Stock B
		4.00% for Stock A; 3.22% for Stock B