Help Save & Exh Consider the two (excess return) index-model regression results for stocks A and B The risk free rate over the period was 1%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns 12.2 Index model regression estimates 1x 1.2" 2x + 0.BCH R-square 0.639 Residual standard deviation, (e) Standard deviation of excess returns 23.5% Required: o. Calculate the following statistics for each stock (Do not round intermediate calculations. Round your answers to 4 decimal places.) 0.493 21% Stock Stock 1.Alpha il Information ratio Sharpe ratio ivTreynor measure b. Which stock is the best choice under the following circumstances? This is the only risky asset to be held by the investor This stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the market index furid in. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio