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 14%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Stock A 1x +1.2(rm -rf) Stock 8 2% +0.8(x- rf) 0.665 0.481 Residual standard deviation, a(e) Standard deviation of excess returns 11.8% 23.1% 20.6% 27.9% a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Answer is complete but not entirely correct. 1 Alpha Stock A 1.0000 Stock B Information ratio 0.0833 Sharpe ratio 0.4907 iv. Treynor measure 88330 % 1600 % 2.0000 % 0.0962 0.3373 10.5000 %