Consider the two (excess return) index-model regression results for stocks A and B. The riskfree rate over the period was 6%, and the markets average return was 15%. Performance is measured using an index model regression on excess returns.

Stock A Stock B 1%, 1.2 (rM-r) Index model regression estimates 2% .8 (rM R-square 0.594 0.445 Residual standard deviation, o(e) 10.6% 19.4. 21.9% 25.5% Standard deviation of excess returns a. Calculate the following statistics for each stock: (Round your answer to 4 decimal places. Omit the sign in your response.) Stock A Stock B Alpha Information ratio Sharpe measure Treynor measure