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 RB = -1.6% + 0.80RM + eB OM = 21%; R-square = 0.22; R-squareg = 0.14 Break down the variance of each stock to the systematic and firm-specific components. Note: Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. Round your answers to nearest whole number.

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.58+0.65RM+eARB=1.68+0.80RM+eBOM=21%;R-squareA=0.22;R-squareB=0.14 Break down the variance of each stock to the systematic and firm-specific components. Note: Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. Round your answers to nearest whole number