Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R_A = 4.5% + 1.40R_M + e_A R_B = 2.2% + 1.70R_M + e_{B M} = 24%; R-square_A = 0.30; R-square_B = 0.20 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.)

Systematic Risk for A=

Systematic Risk for B=

Firm Specific Risk for A=

Firm Specific Risk for B=