****ONLY NEED HELP WITH TREYNOR METHOD (the answer is NOT 9.4000%, 7.6000%*****Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the markets average return was 13%. Performance is measured using an index model regression on excess returns.

	Stock A	Stock B
Index model regression estimates	1% + 1.2(rM rf)	2% + 0.8(rM rf)
R-square	0.588	0.442
Residual standard deviation, (e)	10.5%	19.3%
Standard deviation of excess returns	21.8%	25.3%

Calculate the following statistics for each stock: (Round your answers to 4 decimal places.)

Stock A Stock B

i. Alpha 1.0000% 2.0000%

ii. Information Ratio 0.0952 0.1036

iii. Sharpe Ratio 0.4312 0.3004

iv. Treynor Measure