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Consider the excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over...

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Consider the excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over the period was 8%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns Tey Brewing Corp. Index model regression estimates 11 + 1.27 - R-square 0.653 Residual standard deviation, () 11.65 Standard deviation of excess returns 22.95 Calculate the following statistics for Lucy Brewing Corp.: (Round your answers to 4 decimal places.) Lucy Brewing Corp. % a. Alpha b. Sharpe ratio c. Treynor measure *

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