5.

Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

RA = 3.6% + 1.2RM + eA

RB = 1.6% + 1.5RM + eB

M = 16%; R-squareA = 0.25; R-squareB = 0.15

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.)

	Standard deviation
Stock A	________%??
Stock B	________%??

Answers only please. Fill in the blanks only. Thank you.