Problem 1 Suppose that the market models for stocks A and B are estimated from realized returns with the following results TA = 0.01 + 1.17m +EA TB= -0.04 + 1.4rm +EB where standard deviation of market return is om = 25%, RX = 0.5, and R} = 0.8 a. [2pts) Which stock has more systematic risk? b. [2pts) Which stock has more total risk? c. [2pts) Which stock has more firm-specific risk