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 market's average return was 15%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, a(e) Standard deviation of excess returns Stock A 1% +1.2(-ry) 0.594 10.6% 21.9% Stock a 2% +0.8(x-4) 0.455 19.4% 25.5% a. Calculate the following statistics for each stock (use whole percent values, 1%, not 0.01 for example, for your calculations): (Round your answers to 4 decimal places.) Stock A Stock B Alpha Information ratio Sharpe ratio iv Treynor measure