Consider the two (excess return) index model regression results for A and B: RA -1.9% + 0.7RM R-square= 0.466 Residual standard deviation = 8.4% RB = 1.3% + 1.1 RM R-square: = 0.588 Residual standard deviation = 11.2% a. Which stock has more firm-specific risk? O Stock B O Stock A b. Which stock has greater market risk? O Stock B O Stock A c. For which stock does market movement has a greater fraction of return variability? O Stock B Stock A d. If rf were constant at 5.8% 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 place.) Intercept %