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

R_A = 1.0% + 0.45R_M + e_A

R_B = 1.0% + 1R_M + e_B

_M = 16%; R-square_A = 0.28; R-square_B = 0.21

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