Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.58+0.69RN+eARB=1.58+0.79RH+eB9H=195;H-square=8.24;R-squareg=0.28 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 coleulation if standard deviation is provided as 20%. Round your onswers to nearest whole number