please help in my hw

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, 0(e) Standard deviation of excess returns i Alpha ii. Information ratio ii. Sharpe ratio iv. Treynor measure a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A % Stock A 18+ 1.2 (FM- g) 0.653 11.68 22.98 % Stock B % Stock B 28+0.8(M - FE) b. Which stock is the best choice under the following circumstances? 0.475 20.41 27.5 1. This is the only risky asset to be held by the investor. II. This stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the market-index fund. ii. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio