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

RA $=4\mathrm{.}0\%+0\mathrm{.}50$RM $+$ eA

RB $=-1\mathrm{.}2\%+0\mathrm{.}70$RM $+$ eB

$\backslash$sigma M $=17\%$; R$-$squareA $=0\mathrm{.}26$; R$-$squareB $=0\mathrm{.}18$

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.