Consider the two (excess return) index model regression results for A and B RAN: 1.5% + 1 .7RM R-square 0.622 Residual standard deviation-12% Ag-2.4% + 1 .3RM R-square 0.468 Residual standard deviation: 9.8% a. Which stock has more firm-specific risk? O Stock A OStock B b. Which stock has greater market risk? O Stock A OStock B c. For which stock does market movement has a greater fraction of return variability? Stock A O Stock E d. If f were constant at 5.5% 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 place. Omit the "%" sign in your response.) Intercept