2 Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 13% Performance is measured using an index model regression on excess returns Stock Stock Index model regression estimates 13 + 1.20 23 +0.64 R-square 0.451 Residual standard deviation, (e) 10.8% 19.6% Standard deviation of excess returns 22.15 25.9% 04:32:01 a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) - Answer is complete but not entirely correct. Stock A Stock B Alpha 10000% 2 0000 Information ratio 0 0926 0.1020 Sharpe ratio 0.4796 0.3243 Treynor measure 00883 0 1050 iv