Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, die) Standard deviation of excess returns Stock A 18.1.2 M - 5) 0.671 11.90 23.2 Stock B 21.0.8( - 1) 0.484 20.78 28.10 a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B Alpha 1. Information ratio ili. Sharpe ratio iv. Treynor measure