Problem $8-10$

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

$R_A=2\mathrm{.}5\%+0\mathrm{.}60R_M+e_A$

$R_B=-1\mathrm{.}5\%+0\mathrm{.}70R_M+e_B$

${}_M=19\%$;$R-$square $A=()B$

Break down the variance of each stock to the systematic and firm$-$specific components. $($Do not round intermediate calculat Calculate using numbers in decimal form, not percentages. Round your answers to $4$ decimal places.$)$

$\backslash$table$[[,$Risk for A$,$Risk for B$],[$Systematic$,,],[$Firm$-$specific,,$]]$