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 12%. Performance is measured using an index model regression on excess returns.

	Stock A	Stock B
Index model regression estimates	1% + 1.2(rM rf)	2% + 0.8(rM rf)
R-square	0.582	0.439
Residual standard deviation, (e)	10.4%	19.2%
Standard deviation of excess returns	21.7%	25.1%

Calculate the following statistics for each stock: (Round your answers to 4 decimal places.)

		Stock A		Stock B
i.	Alpha		%		%
ii.	Information ratio
iii.	Sharpe ratio
iv.	Treynor measure		%		%