Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 3 RA - 5.08 + 1.30 RM + eA RB = -2.0% + 1.60RM + eB OM = 20%; R-squareA - 0.20; R-squares = 0.12 11.11 points 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 Risk for B eBook Systematic Firm-specific Print References