Consider the two (excess return) index model regression results for A and B: R_A = 1% + 2R_M R-square = 0.576 Residual standard deviation = 10.3% R_B = -2% + 0.8 R_M R-square = 0.436 Residual standard deviation = 9.1% Which stock has more firm-specific risk? Stock A Stock B Which stock has greater market risk? Stock A Stock B For which stock does market movement has a greater fraction of return variability? Stock A Stock B If r_f 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? (Negative value should be indicated by a minus sign. Round your answer to 1 decimal place. Omit the "%" sign in your response.)