Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns. Assume alpha for stock A and stock B is 1% and 2% respectively. Stock A Stock B Index model regression estimates 1% + 1.2m-r)2% +0.81am-7) R-square 0.695 0.496 Residual standard deviation, o(e) 12.3% 21.1% Standard deviation of excess returns 23.6% 28.9% Calculate the following statistics for each stock (use whole percent values, 1%, not 0.01 for example, for your calculations).: A) Information Ratio B) Sharpe Ratio C) Treynor Measure