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

Ra $=1\%+1\mathrm{.}2$ Rm R $-$square $=0\mathrm{.}576$ Residual standard deviation $=10\mathrm{.}3\%$

Rb $=2\%+0\mathrm{.}8$Rm R $-$square $=0\mathrm{.}436$ Residual standard deviation $=9\mathrm{.}1\%$

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

b$.$ Which has greater market risk?

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

d$.$ If Rf were constant at $6\%$ and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A$?$