Problem 18.2 (b) 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 market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock A Stock B 18 + 1.211M - rf 0.594 28 + 0.8M - If Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns 0.445 19.48 10.68 21.9% 25.5% By how much does Information Ratio of Stock A exceed Information Ratio of Stock B? (Negative values should be indicated with a minus sign. Round your answers to 4 decimal places.)