Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R_A = 3.0% + 1.05R_M + e_A R_B = 1.2% + 1.20R_M + e_{B M} = 29%; R-square_A = 0.29; R-square_B = 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: Systematic __________. Firm Specific ________.

Risk for B. Systematic _________. Firm Specific _________.