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 12%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, oe) Standard deviation of excess returns Stock A 1% + 1.2 (rm -rf) 0.599 10.7% 22% Stock 8 2% + 0.8(TM-CF) 0.448 19.5% 25.7% a. 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 %