Q6 (2 points). Consider two stocks A and B. Their performance is measured using an index model regression on excess returns (i.e., using excess return to run index model regression for each stock). The risk-free rate over the period was 6%, and the market's average return was 14%. The following table shows the regression results. a. Calculate the following statistics for each stock: - Alpha - Information ratio - Sharpe ratio - Treynor measure b. Which stock is the preferred 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. iii. This is one of many stocks that the investor is analyzing to form an actively managed stock portfolio