Need help with part IV thanks!

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the market's average return was 11%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, 0(e) Standard deviation of excess returns Stock A 1% + 1.2 (PM - rf) 0.683 12.18 23.4% Stock B 24 + 0.8 (PM - rf) 0.49 20.98 28.5 a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A 1.0000 % i. Alpha ii. Information ratio iii. Sharpe ratio Stock B 2.0000 % 0.0957 0.2667 0.0826 0.4017 iv. Treynor measure Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 4%, and the market's average return was 11%. Performance is measured using an index model regression on excess returns. Index model regression estimates R-square Residual standard deviation, 0(e) Standard deviation of excess returns Stock A 1% + 1.2 (PM - rf) 0.683 12.18 23.4% Stock B 24 + 0.8 (PM - rf) 0.49 20.98 28.5 a. Calculate the following statistics for each stock: (Round your answers to 4 decimal places.) Stock A 1.0000 % i. Alpha ii. Information ratio iii. Sharpe ratio Stock B 2.0000 % 0.0957 0.2667 0.0826 0.4017 iv. Treynor measure