this is the second time i submit the same question. First time i get it totally wrong.

Now i hope to get it right.

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. 1% + ) 2% + P ) Index model regression estimates R-square Residual standard deviation, ale) Standard deviation of excess returns Stock A 1.2 - 0.683 12.1% 23.4% Stock B 0.8( 6.49 20.9% 28.SK a. Calculate the following statistics for each stock (Round your answers to 4 decimal places.) Stock Stock B Alpha I. Information ratio Sharpe ratio iv. Treynor measure