please round to the correct amount of decimals

Consider the two (excess return) index model regression results for A and B : RA=1.6%+1.2RM R-square =0.652 Residual standard deviation =13% RB=1.6%+0.9RM R-square =0.594 Residual standard deviation =11.5% a. Which stock has more firm-specific risk? 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 rf were constant at 6.4% 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.)