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

R_A = 3.6% + 1.2R_M + e_A

R_B = 1.6% + 1.5R_M + e_B

_M = 16%; R-square_A = 0.25; R-square_B = 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.)

	Risk for A	Risk for B
Systematic	_____________??	_______________??
Firm-specific	_____________??	_______________??

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