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

$R_A=2\mathrm{.}5\%+0\mathrm{.}95R_M+e_A$

$R_B=-1\mathrm{.}8\%+1\mathrm{.}10R_M+e_B$

${}_M=27\%$;$R-$square $A=0\mathrm{.}23$;$R-$square $B=0\mathrm{.}11$

Break down the variance of each stock to the systematic and firm$-$specific components.

Note: Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. For example use $"20"$

for calculation if standard deviation is provided as $20\%.$ Round your answers to nearest whole number.