Problem 8-10 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: = RA 4.5% + 1.40RM + eA = -2.2% + 1.70RM + eB OM = 24%; R-squarea = 0.30; R-squares = 0.20 RB 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