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4. 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 markets

4. 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 markets average return was 14%. Performance is measured using an index model regression on excess returns. a. Calculate the following statistics for each stock: i. Alpha ii. Information ratio iii. Sharpe measure iv. Treynor measure b. Which stock is the best choice under the following circumstances

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