Hello, can someone please help me with this , and please please a detailed answer ( the formulas ... ) thank you so much

Consider the two (excess retum) index-model regression results for stocks A and B. The riskfree rate over the period was 6%, and the market's average return was 14% Performance is measured using an index model regression on excess retums. Stock A Stock B index model regression estimates | 1% + 12(rM-M | 2% + 8(rM_m R-square 576 436 Residual standard deviation, (e) 10 3% 19.1% Standard deviation of excess returns 21.6% 24.9% a. Calculate the following statistics for each stock i. Alpha ii. Information ratio ii Sharpe ratio iv. Treynor measure b. Which stock is the best choice under the following circumstances? i. This is the only risky asset to be held by the investor ii. This stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the market-index fund i. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio