Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

RA = 5.0% + 1.30RM + eA

RB = 2.0% + 1.6RM + eB

M = 20%; R-squareA = 0.20; R-squareB = 0.12

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.)