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 15%. Performance is measured using an index model regression on excess returns. Required: a. Calculate the following statistics for each stock: b. Which stock is the best choice under the following circumstances? \begin{tabular}{|c|c|c|c|c|} \hline & \multicolumn{2}{|l|}{ Stock A } & \multicolumn{2}{|l|}{ Stock B } \\ \hline i. Alpha & 1.0000 & % & 2.0000 & % \\ \hline ii. Information ratio & 9.0909 & & 10.1010 & \\ \hline iii. Sharpe ratio & 58.2960 & & 38.0228 & \\ \hline iv. Treynor measure & 10.8333 & & 12.5000 & \\ \hline \end{tabular}