5.1 Consider the two (excess return) index-model regression results for Shares A and B. The risk-free rate over the period was 6% and the market's average return was 14%. Performance is measure using an index model regression on excess returns. 5.1.1 Calculate the alpha for both shares. 5.1.2 Calculate the Information ratio for both shares. Show the relevant equation. 5.1.3 Calculate the Sharpe ratio for both shares. Show the relevant equation. 5.1.4 Calculate the Treynor measure for both shares. Show the relevant equation