Consider the two (excess return) index model regression results for A and B : RA=0.98+1.1RM R-square =0.590 Residual standard deviation =11% RB=1.4%+0.6RM R-square =0.456 Residual standard deviation =9.2% 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 RB=1.48+0.6RM R-square =0.456 Residual standard deviation =9.2% 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 rf were constant at 4.4% 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.)