how they got this?

Jenny ran an index model regression of two stocks monthly excess returns on the S\&P 500 's excess returns. She obfains the following output (all coefficients are significant) from Excel: rirf=i+i(rmrf)+i 1. Which security is underpriced relative to the CAMP? ABC has positive Alpha so ABC is under Priced 2. Which security has higher systematic risk? ABC has higher Beta so ABC has higher systematic risk 3. Which security has a greater fraction of total risk explained by its firm specific risk (residual risk)? XYZ has higher 1-R2, XYZ