Please answer part d!

Consider the two (excess return) index model regression results for A and B : RA=1.5%+1.7RMR-square=0.622 Residual standard deviation =12% RB=2.4%+1.3RMR-square=0.468 Residual standard deviation =9.8% 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 5.5% 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.)