Book Print erences Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.4% + 0.85RM + eA RB = -2.4% + 1.30RM + eB OM = 25%; R-square = 0.17; R-squareg = 0.11 Break down the variance of each stock to the systematic and firm-specific components. Note: Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. For ex for calculation if standard deviation is provided as 20%. Round your answers to nearest whole number. Systematic Firm-specific Risk for A Risk for B

Suppose that the index model for stocks A and B is estimated from excess returns with the following results RA=2.4%+0.85RM+eARB=2.4%+1.30RM+eBM=25%;R-squareA=0.17;R-squareeB=0.11 Break down the variance of each stock to the systematic and firm-specific components. Note: Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. For for calculation if standard deviation is provided as 20%. Round your answers to nearest whole number