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

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: - 2.2% + 0.80RM+eA RB + 1.2 ORM + e B 24%; Rsquaren = 0.16; RsquareB = 0.12 0M 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. Risk for A Systematic Firm-specific Risk for B