Hello, I am having trouble with this problem could someone please help me out?

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns. Stock A Stock B Index model regression estimates 1% + 1-2ll'M If) 2% + 0.8(rM - rf) R-square 0.599 0.448 Residual standard deviation, 6(a) 10.7% 19.5% Standard deviation of excess returns 22% 25.7% 3. Calculate the following statistics for each stock (use whole percent values, 1%, not 0.01 for example, for your calculations): (Round your answers to 4 decimal places.) _% % iii. Sharpe ratio iv. Treynor measure