RA=1.7%+1.6RM R-square =0.646 Residual standard deviation =12.8% RB=1.5%+1.3RM R-square =0.592 Residual standard deviation =11.6% 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 6.2% 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.)