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6a. Consider the three (excess return) index-model regression results for stocks A, B, C, D and E. Performance is measured using an index model regression on excess returns. Notably, stock D and E are on the SML Table 3 A B D E Expected Return 11% 14% 12% 19% 14% B 1.3 0.8 0.9 1.7 1.2 R21%) 76.81 66.22 38.28 79.73 88.69 Residual variance o'le) 0.25 10.16 0.64 0.36 0.09 Variance of excess returns 1.07810.4736 1.0369 1.77610.7956 Calulate 1. The risk-free rate. i. The expected return of market portfolio iii. The variance of market portfolio. iv. Alpha for each stock w. Information ratio for each stock vi. Sharpe ratio for each stock. vii. Treynor measure for each stock. viii. M measure for each stock. ix. T' measure for each stock. x. Correlation coefficient between each stock and the market portfolio. 6a. Consider the three (excess return) index-model regression results for stocks A, B, C, D and E. Performance is measured using an index model regression on excess returns. Notably, stock D and E are on the SML Table 3 A B D E Expected Return 11% 14% 12% 19% 14% B 1.3 0.8 0.9 1.7 1.2 R21%) 76.81 66.22 38.28 79.73 88.69 Residual variance o'le) 0.25 10.16 0.64 0.36 0.09 Variance of excess returns 1.07810.4736 1.0369 1.77610.7956 Calulate 1. The risk-free rate. i. The expected return of market portfolio iii. The variance of market portfolio. iv. Alpha for each stock w. Information ratio for each stock vi. Sharpe ratio for each stock. vii. Treynor measure for each stock. viii. M measure for each stock. ix. T' measure for each stock. x. Correlation coefficient between each stock and the market portfolio