Suppose that the Index model for stocks A and B is estimated from excess returns with the following results: R4 = 1.5% +0.55RM + EA Rg = -1.4% + 0.60RM + eg OM 18%; R-squarea = 0.25; R-squareg = 0.16 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 Systematic Firm-specific