Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, o(e) Standard deviation of excess returns Stock A 1% + 1.2(rm -rf) 0.605 10.8% Stock B 2% + 0.8(rm -rf) 0.451 19.6% 25.9% a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B ii. Sharpe ratio iv. Treynor measure