Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.5% + 0.65RM + e RB =-1.6% +0.80RM + B M = 21%; R-square = 0.22; R-squareB = 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.) Systematic Firm-specific Risk for A Risk for B