Consider the two (excess return) index model regression results for A and B. RA = -1.3% + 1.5RM R-square = 0.670 Residual standard deviation = 13.6% Rg = 0.7% + 1.2RM R-square = 0.572 Residual standard deviation = 12.2% a. Which stock has more firm-specific risk? Stock A O Stock B b. Which stock has greater market risk? Stock A O Stock B c. For which stock does market movement has a greater fraction of return variability? Stock A Stock B d. If rf were constant at 6.8% 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 %