Consider the two (excess return) index model regression results for A and B. RA = -1.4% + 1.4RM R-square = 0.664 Residual standard deviation = 13.4% RB = 0.9% + 0.85RM R-square = 0.598 Residual standard deviation = 12% a. Which stock has more firm-specific risk? O Stock A O Stock B b. Which stock has greater market risk? O Stock A O 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 6.6% 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 %