Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.5% + 0.65RM + EA Rg = -1.6% + 0.8RM + eB OM = 21%; R-square A = 0.22; R-squarep = 0.14 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