5 Problem 8-10 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 10 points RA = 3.5% + 0.65RM + eA RB = -1.6% + 0.80RM + eB OM = 21%; R-squarea = 0.22; R-squarel = 0.14 eBook Break down the variance of each stock to the systematic and firm-specific components. (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Print Risk for A Risk for B Systematic Firm-specific References