Question: Problem 24-9 Consider the two (excess return) index-model regression results for stocks A and 8. The riskfree rate over the period was 7%, and

Problem 24-9 Consider the two (excess return) index-model regression results for stocks

Problem 24-9 Consider the two (excess return) index-model regression results for stocks A and 8. The riskfree rate over the period was 7%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns Index model regression estimates R-square Residual standard deviation, o(e) Standard deviation of excess returns Stock A 0.629 11.2% 22.5% Stock B 0.463 26.7% a. Calculate the following statistics for each stock: (Round your answer to 4 decimal places. Omit the sign in your response.) Alpha Information ratio Sharpe measure Treynor measure Stock A Stock 8

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