Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.6% + 1.20 RM + EA RB = -1.6% + 1.5RM + eb OM = 16%; R-square A = 0.25; R-squares = 0.15 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