Consider the two (excess return) index model regression results for A and B: RA = –1.5% + 1.3RM R-square = 0.658 Residual standard deviation = 13.2% RB = 0.8% + 0.95RM R-square = 0.596 Residual standard deviation = 11.8% 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 6.5% 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 %