Question: Stock A Index Model regression Model 1.50% + 1.4 (Rm-Rf) R-Square 0.497 Residual Standard Deviation 11.00% Standard Deviation of excess returns 25.00% Rf 6% Rm

Stock A
Index Model regression Model 1.50% + 1.4 (Rm-Rf)
R-Square 0.497
Residual Standard Deviation 11.00%
Standard Deviation of excess returns 25.00%
Rf 6%
Rm 14%
Calculate information ratio for A:

0.14

0.26

0.33

0.06

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