Consider the two (excess return) index model regression results for A and B: RA = 1.5% + 1.7RM R-square = 0.622 Residual standard deviation = 12% RB = -2.4% + 1.3Ry R-square = 0.468 Residual standard deviation = 9.8% a. Which stock has more firm-specific risk? Stock A Stock B b. Which stock has greater market risk? Stock A Stock B c. For which stock does market movement has a greater fraction of return variability? Stock A Stock B d. If I were constant at 5.5% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A? (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Intercept % Consider the two (excess return) index model regression results for A and B: RA = 1.5% + 1.7RM R-square = 0.622 Residual standard deviation = 12% RB = -2.4% + 1.3Ry R-square = 0.468 Residual standard deviation = 9.8% a. Which stock has more firm-specific risk? Stock A Stock B b. Which stock has greater market risk? Stock A Stock B c. For which stock does market movement has a greater fraction of return variability? Stock A Stock B d. If I were constant at 5.5% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A? (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Intercept %