Consider the two (excess return) index model regression results for A and B : RA=1.3%+1.5RMR-square=0.670 Residual standard deviation =13.6% RB=0.7%+1.2RM R-square =0.572 Residual standard deviation =12.2% 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 6.8% 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 places.)