Consider the two (excess return) regression results for Stocks A and B: - Ra=1%+1.2Rm - R-square (A)=0.576 - Residual standard deviation- N(A)=10.3% - Rb=2%+0.8Rm - R-square (B)=0.436 - Residual standard deviation-N (B)=9.1% Which stock has more firm-specific risk? Which stock has greater market risk? For which stock does the market explain a greater fraction of return variability? Which stock had an average return in excess of that predicted by the CAPM