Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.8% + 1.00RM + eA RB = -1.0% + 1.30RM + eB OM 18%; R-squarea = 0.27; R-squarep = 0.13 = = 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.) Hints: Connect uses notations where RA is stock A's return minus the risk-free rate, RM is market return minus the risk-free rate etc. Remember that the stock's total variance = systematic variance + firm-specific variance. Total variance can be calculated using the R-squared value: R-squared = systematic variance/total variance. = Risk for A Risk for B Systematic Firm-specific