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

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

$R-$square $=0\mathrm{.}576$

Residual standard deviation $=10\mathrm{.}3\%$

$R_B=-2\%+0\mathrm{.}8R_M$

$R-$square $=0\mathrm{.}436$

Residual standard deviation $=9\mathrm{.}1\%$

a$.$ Which stock has more firm$-$specific risk?

b$.$ Which stock has greater market risk?

c$.$ For which stock does market movement has a greater fraction of return variability?