Consider the two (excess return) index model regression results for A and B. RA=1.2%+1.6RMR-square=0.676 Residual standard deviation =13.8% RB=0.58+1.3RMR-square=0.574 Residual standard deviation =12.4% Required: a. Which stock has more firm-specific risk? b. Which stock has greater market risk? c. For which stock does market movement explain a greater fraction of return variability? d. If rf were constant at 7% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A