k t ces Consider the two (excess return) index model regression results for A and B: RA= -1.9% + 1.9RM R-square= 0.634 Residual standard deviation = 12.4% RB = 1.3% + 1.1RM R-square= 0.588 Residual standard deviation = 11.2% a. Which stock has more firm-specific risk? Stock A O Stock B b. Which stock has greater market risk? O Stock A Stock B c. For which stock does market movement has a greater fraction of return variability? O Stock A O Stock B