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14/16 HELP! I HAVE A TIMED ASSIGNMENT. THERE ARE OTHER QUESTIONS POSTED. THANK YOU! The performance for Lucy Brewing Company stock, measured using an index

14/16 HELP! I HAVE A TIMED ASSIGNMENT. THERE ARE OTHER QUESTIONS POSTED. THANK YOU!

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The performance for Lucy Brewing Company stock, measured using an index model regression on excess returns, is shown below. The risk-free rate over the period was 8%, and the market's average return was 15%. Calculate the Sharpe and Treynor statistics for Lucy Brewing Co. (Round your answers to 4 decimal places.) Lucy Brewing Co. Index model regression estimates 1% + 1.2(rm - rf) R-square 0.671 Residual standard deviation, 0(e) 11.98 Standard deviation of excess returns 23.2% Lucy Brewing Co. Sharpe ratio Treynor measure

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