Question: 30:39 ok Consider the two (excess return) index model regression results for A and B. RA = -2% + 1.8RM R-square= 0.628 Residual standard deviation

30:39 ok Consider the two (excess return) index model regression results for A and B. RA = -2% + 1.8RM R-square= 0.628 Residual standard deviation = 12.2% 1.2RM R-square= 0.586 RB 1.2% + Residual standard deviation = 10.5% a. Which stock has more firm-specific risk? Stock A Stock B b. Which stock has greater market risk? BROCK

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