Consider the two (excess return) index model regression results for A and B. RA1.5K+1.7ThR-square=0.622Residualstandarddeviation=12% Residual standard deviation =12% Pg=2.4x+3.38H Rsquare =0.468 Residual standard devation =9.8% Required: o. Which stock has mote firm-specific risk? b. Which stock has greater market ritsk? c. For whish stock does market movement explain a greater fraction of return variability? d. If ry were constant at 5.5% and the regression had been run using total rather than excess returns, what would have been the tegression intercept for stock A ? Complete this question by entering vour answers in the tabs below. Which stock has mere firm-specific risk? Consider the two (excess return) index model regression results for A and B. RA1.5K+1.7ThR-square=0.622Residualstandarddeviation=12% Residual standard deviation =12% Pg=2.4x+3.38H Rsquare =0.468 Residual standard devation =9.8% Required: o. Which stock has mote firm-specific risk? b. Which stock has greater market ritsk? c. For whish stock does market movement explain a greater fraction of return variability? d. If ry were constant at 5.5% and the regression had been run using total rather than excess returns, what would have been the tegression intercept for stock A ? Complete this question by entering vour answers in the tabs below. Which stock has mere firm-specific risk