Consider the two $($excess return$)$ index model regression results for A and $B$ :

$R_A=-2\%+1\mathrm{.}8R_M$

$R-$square $=0\mathrm{.}628$

Residual standard deviation $=12\mathrm{.}2\%$

$R_B=1\mathrm{.}2\%+1\mathrm{.}2R_M$

$R-$square $=0\mathrm{.}586$

Residual standard deviation $=10\mathrm{.}5\%$

d$.$ If $r_f$ were constant at $5\mathrm{.}6\%$ 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.$)$