Suppose the regression analysis of stock Y shows that R-sq is 75%, residual standard deviation is 0.21, the beta coefficient is 0.9, and the constant term is 1.5%.

a.) what is the percentage of the stock return variation due to firm-specific surprises?

b.)If the market excess return has an unexpected change of 1.5%, the stock Y tend to respond by______ %

c.)The total risk of the stock is________ %

d.) The variance of the market is_______ %