Problem $8-10($Algo$)$

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

$R_A=5\mathrm{.}0\%+1\mathrm{.}30R_M+e_A$

$R_B=-2\mathrm{.}0\%+1\mathrm{.}60R_M+e_B$

${}_M=()A()B$

Break down the variance of each stock to the systematic and firm$-$specific components.

Note: Do not round intermediate calculations. Calculate using numbers NOT in decimal form. For example use $"20"$ for calculation if standard deviation is provided as $20\%.$ Round your answers to nearest whole number.

Answer is complete but not entirely correct.

$\backslash$table$[[,$Risk for $A,$Risk for B$],[$Systematic$,676,1,024],[$Firm$-$specific,$320,352x$