1 Consider the two (excess return) index model regression results for A and B. WA-1,5% 1. BI 20 points R-square - 0.658 Residual standard deviation 13.26 Book Ra = 0,4% + 0,958 R-square=0.596 P Residual standard deviation-11.8% 2. Which stock has more firm-specific risk? References Stock A Stock B b. Which stock has greater market risk? Stock A Stock B c. For which stock does market movement has a greater fraction of return variability? Stock A Stock B d. If sy were constant at 65% and the regression had been run using total rather than excess returns what would have been the regression intercept for stock A? (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Intercept