Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.0X+1.05FNN+eARB=1.2K+1.2RW+eN=295;.A-squareA=0.29;A-squareB=0.14 Break down the varlance of each stock to the systematic and firm-specific components. (Do not round intermediate calculotions. Calculate using numbers in decimal form, not percentoges. Round your answers to 4 decimal places.) Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.0X+1.05FNN+eARB=1.2K+1.2RW+eN=295;.A-squareA=0.29;A-squareB=0.14 Break down the varlance of each stock to the systematic and firm-specific components. (Do not round intermediate calculotions. Calculate using numbers in decimal form, not percentoges. Round your answers to 4 decimal places.)