Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA= 2.8% + 1.00RM + e RB = -1.0 % + 1.30RM + B = 18%; R-square = 0.27; R-square = 0.13 OM 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 calculation if standard deviation is provided as 20%. Round your answers to nearest whole number. Systematic Firm-specific Risk for A Risk for B