Suppose that the index model for stocks A and B is estimated from excess returns with the following results RA - 2.8% + 1.000 Re - -1.0x + 1.3R Oy - 18%; R-square + A + og - 0.27; R-squareg -0.13 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