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Use the following information for the next six questions. The index model for stock A has...

Use the following information for the next six questions. The index model for stock A has been estimated with the following result: rA - rf = -0.02 + 1.2 (rM - rf) + eA. If σM = 0.2 and R2A = 0.64:

a) what is the stock's alpha?

b) What is the stock's beta?

c) What is the stock's standard deviation?

d) What is the stock's systematic risk?

e) What is the stock's firm-specific risk?

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