Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.8% + 0.75RM + es RB = -2.9% + 1.1RM + es OM = 23%; R-squarea = 0.18; R-squareg = 0.10 Break down the variance of each stock to the systematic and flrm-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