no beta given

Consider the two (excess return) index-model regression results for stocks A and B. The riskfree rate over the period was 7%, and the market's average return was 16%. Performance is measured using an index model regression on excess returns Stock A Stock B Index model regression estimates R-square Residual standard deviation, ?(e) Standard deviation of excess returns 1% + 1.2(rM-m 0.647 11.5% 22.8% 0.472 20 5% 273% a. Calculate the following statistics for each stock: (Round your answer to 4 decimal places. Omit the "%" sign in your response.) Stock A 4 decimal % Stock B 4 decimal % Alpha Information ratio 4 decimal4decimal Sharpe measure 4 decimal 4 decimal T reynor measure 4 decimal 4 decimal 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 fund (Click to select) (Click to select) ii. [Click to select) V III. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio