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Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the market's average

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Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns. Required: a. Calculate the following statistics for each stock: (Do not round intermediate calculations. Round your answers to 4 decimal places.) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns. Required: a. Calculate the following statistics for each stock: (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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