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

RA$=4\mathrm{.}5\%+1\mathrm{.}40$RM$+$eA

RB$=2\mathrm{.}2\%+1\mathrm{.}70$RM$+$eB

$\backslash$sigma M$=24\%$;R$$squareA$=0\mathrm{.}30$;R$$squareB$=0\mathrm{.}20$

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.