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

R_A = 2.5% + 0.6R_M + e_A

R_B = 1.5% + 0.7R_M + e_B

_M = 19%; R-square_A = 0.24; R-square_B = 0.18

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