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

RA = 3.6% + 1.20RM + eA RB = 1.6% + 1.5RM + eB M = 16%;

R-squareA = 0.25; R-squareB = 0.15

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.)