Consider the two $($excess return$)$ index model regression results for A and B : R$\_($A$)=1\mathrm{.}5\%+1\mathrm{.}7$R$\_($M$)$ R$-$square $=0\mathrm{.}622$ Residual standard deviation $=12\%$ R$\_($B$)=-2\mathrm{.}4\%+1\mathrm{.}3$R$\_($M$)$ R$-$square $=0\mathrm{.}468$ Residual standard deviation $=9\mathrm{.}8\%$ 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 r$\_($f$)$ were constant at $5\mathrm{.}5\%$ and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A $?$