Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R_A = 2.4% + 0.85R_M + e_A R_B = 2.4% + 1.30R_M + e_{B M} = 25%; R-square_A = 0.17; R-square_B = 0.11 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.)