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% + 1.7R_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.