Consider the two (excess return) Index-model regression results for stocks A and B. The risk-free rate over the period was 7%, and the market's average return was 16%. Performance is measured using an index model regression on excess returns. 2% + Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns Stock A 1% + 1.2(M - rf) 0.647 11.5% 22.8% Stock B 2.8(rm -rf) @.472 20.3% 27.3% a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Answer is not complete. Stock A 1.0000 Stock B 2.0000 i. % Alpha Information ratio ii. 0.0869 0.0985 0.3369 Sharpe ratio 0.5175 iv. Treynor measure 9.8330