Consider the two (excess return) index-model regression results for stocks A and B. The risk-free de over the period was 6%, and the market's average return was 14%. Performance is measured sing an index model regression on excess returns. Stock A Stock B Index model regression estimates R-square Residual standard deviation, ale) Standard deviation of excess returns 1% + 1.24- 0.576 10.3% 21.6% 2% +0.81 0.436 19.13 24.9% alculate the following statistics for each stock: i. Alpha li. Information ratio i. Sharpe ratio IV. Treynor menn