Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 14%. Performance is measured using an index model regression on excess returns. Stock B Stock A 1% + 1.25M-2% +0.S(TM-17) Index model regression estimates R-square 0.576 0.436 10.3% 19.1% Residual standard deviation, ole) Standard deviation of excess returns 21.6% 24.9% a. Calculate the following statistics for each stock: i. Alpha ii. Information ratio ini. Sharpe ratio iv. Treynor measure