Consider the two (excess return) index model regression results for A and B. RA = 1.2% + 1.5M R-square = 0.612 Residual standard deviation = 11.5% RB = -1.8% + 0.9RM R-square = 0.476 Residual standard deviation = 9.5% 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 5% 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 1%