Problem $24\mathrm{.}9($Algo$)$

Consider the two $($excess return$)$ Index$-$model regresslon results for stocks A and $B.$ The rlsk$-$free rate over the perlod was $4\%,$ and the

market's average return was $11\%.$ 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?

Complete this question by entering your answers in the tabs below.

Required B

Calculate the following statistics for each stock:

Note: Round your answers to $4$ decimal places.