Consider the two (excess return) index model regression results for A and B -1.3% + 1.5RM RA Rsquare 0.670 Residual standard deviation 13.6% 0.7% + 1.2RM RB R-square 0.572 Residual standard deviation 12.2% 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 r were constant at 6.8% 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 -1.3% + 1.5RM RA Rsquare 0.670 Residual standard deviation 13.6% 0.7% + 1.2RM RB R-square 0.572 Residual standard deviation 12.2% 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 r were constant at 6.8% 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 %