Consider the two (excess return) index model regression results for A and B. 1 RA = -1.4% + 1.4RM R-square = 0.664 11.11 points Residual standard deviation = 13.4% RB = 0.98 + 0.85RM eBook R-square = 0.598 Residual standard deviation = 12% Print a. Which stock has more firm-specific risk? References O 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 O Stock B Residual standard deviation = 12% 1 a. Which stock has more firm-specific risk? O Stock A Stock B 11.11 points b. Which stock has greater market risk? eBook Stock A O Stock B Print c. For which stock does market movement has a greater fraction of return variability? References O Stock A O Stock B d. If rf were constant at 6.6% 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 %