Consider the two (excess return) index model regression results for A and B : RA=1.2%+1.5RM R-square =0.612 Residual standard deviation =11.5% RB=1.8%+0.9RM R-square =0.476 Residual standard deviation =9.5% 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 5% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A ? Complete this question by entering your answers in the tabs below. If rf were constant at 5% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A ? Note: Negative value should be indicated by a minus sign. Round your answer to 2 decimal places