$R-$square $=0\mathrm{.}588$

Residual standard deviation $=11\mathrm{.}2\%$

Required:

a$.$ Which stock has more firm$-$specific risk?

b$.$ Which stock has greater market risk?

c$.$ For which stock does market movement explain a greater fraction of return variability?

d$.$ If $r_f$ were constant at $5\mathrm{.}8\%$ and the regression had been run using total rather than excess returns, what would have regression intercept for stock $A?$

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Required B

Required $C$

Required $5$

If $r_f$ were constant at $5\mathrm{.}8\%$ and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock $A?$

Note: Negative value should be indicated by a minus sign. Round your answer to $2$ decimal places.

Intercept

$\%$