Consider the two $($excess return$)$ index model regression results for A and B: RA $=1\mathrm{.}9\%+1\mathrm{.}9$RM R$-$square $=0\mathrm{.}634$ Residual standard deviation $=12\mathrm{.}4\%$ RB $=1\mathrm{.}3\%+1\mathrm{.}1$RM R$-$square $=0\mathrm{.}588$ Residual standard deviation $=11\mathrm{.}2\%$ Required: Which stock has more firm$-$specific risk? Which stock has greater market risk? For which stock does market movement explain a greater fraction of return variability? If rf were constant at $5\mathrm{.}8\%$ and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A$?$