Consider the two (excess return) index model regression results for A and B RA = -1.9% + 1.9RM R-square 0.634 Residual standard deviation 12.4% RB 1.3% 1.1RM R-square 0.588 Residual standard deviation = 11.2% 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 5.8% 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 Consider the two (excess return) index model regression results for A and B RA = -1.9% + 1.9RM R-square 0.634 Residual standard deviation 12.4% RB 1.3% 1.1RM R-square 0.588 Residual standard deviation = 11.2% 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 5.8% 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