Consider the two (excess return) index model regression results for A and B: RA = 0.12 + 1.29RM R square= 0.576 Residual standard deviation = 10.3% RB = -0.02 + 0.86RM R square= 0.436 Residual standard deviation = 9.1% If rf were constant at 0.04 and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321. Consider the two (excess return) index model regression results for A and B: RA = 0.12 + 1.29RM R square= 0.576 Residual standard deviation = 10.3% RB = -0.02 + 0.86RM R square= 0.436 Residual standard deviation = 9.1% If rf were constant at 0.04 and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321