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The performance for Lucy Brewing Company stock, measured using an index model regression on excess returns, is shown below. The risk-free rate over the period

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The performance for Lucy Brewing Company stock, measured using an index model regression on excess returns, is shown below. The risk-free rate over the period was 4%, and the market's average return was 13%. Calculate the Sharpe and Treynor statistics for Lucy Brewing Co. (Round your answers to 4 decimal places.) Lucy Brewing Co. Index model regrennion estimates 18 + 1.27 - A) R-square 0.695 Resident standard deviation, (o) Standard deviation of excess returns 12.38 23.6 Lucy Brewing Co. Sharpe ratio Treynor measure

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