Question: answer parts a,b,c and D please Consider the two (excess return) index model regression results for A and B : RM=1.38+1.6RM R-square =0.614 Residual standard

answer parts a,b,c and D please

Consider the two (excess return) index model regression results for A and B : RM=1.38+1.6RM R-square =0.614 Residual standard deviation =11.6% RB=21+1.1RM R-square =0.464 Residual standard deviation =9.6% 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 xf were constant at 5.2% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A ? Complete this question by entering your answers in the tabs below. Which stock has more firm-specific risk

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