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Stock A Index Model regression Model 2.00% + 1.4 (Rm-Rf) R-Square 0.5 Residual Standard Deviation 13.00% Standard Deviation of excess returns 21.35% Rf 6% Rm

Stock A
Index Model regression Model	2.00%	+	1.4	(Rm-Rf)
R-Square			0.5
Residual Standard Deviation			13.00%
Standard Deviation of excess returns			21.35%

Rf	6%
Rm	14%

Calculate information ratio for A:

Answers:	0.09
	0.15
	0.24
	0.36

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