Consider the two (excess return) index model regression results for A and B. RA = 0.6% + 1.3RM R-square = 0.582 Residual standard deviation = 10.5% RB = -0.89 + 0.9RM R-square = 0.426 Residual standard deviation = 8.8% a. Which stock has more firm-specific risk? O Stock A O Stock B b. Which stock has greater market risk? Stock A O Stock B c. For which stock does market movement has a greater fraction of return variability? O Stock A O Stock B d. If re were constant at 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.) Intercept %