You retrieved the stock perfromance information on Twitter and Parler and ran a CAPM regression on excess returns. Regression results are presented in the table below. The annual risk-free rate over the analysed period was 6%, and the average return of the market was 13% Index model regression estimates R-square Residual standard deviation, o Standard deviation of excess returns Twitter (Stock A) 1% + 1. 2(- rf 0.588 10.5% 21.8% Parler (Stock B) 2% + 0.8(ry - rp) 0.442 19.3% 25.3% Calculate the following statistics for each stock (use whole percent values, 1%, not 0.01 for example, for your calculations): (Round your answers to 4 decimal places.) Stock A Stock B % % i. Alpha ii. Information ratio iii. Sharpe ratio iv. Treynor measure