Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.8% + 0.75RM + eA RB = 2.0% + 1.10RM + eB M = 23%; R-squareA = 0.18; R-squareB = 0.10 Break down the variance of each stock to the systematic and firm-specific components.