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

RA $=1\mathrm{.}3\%+1\mathrm{.}6$RM

R$-$square $=0\mathrm{.}614$

Residual standard deviation $=11\mathrm{.}6\%$

$$

RB $=2\%+1\mathrm{.}1$RM

R$-$square $=0\mathrm{.}464$

Residual standard deviation $=9\mathrm{.}6\%$

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

multiple choice $1$

Stock A

Stock B

b$.$Which stock has greater market risk?

multiple choice $2$

Stock A

Stock B

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

multiple choice $3$

Stock A

Stock B

d$.$Ifrfwere constant at $5\mathrm{.}2\%$ and the regression had been run using total rather than excess returns, what would have been the regression intercept for stockA?$($Negative value should be indicated by a minus sign. Round your answer to $2$ decimal places.$)$