Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.6% + 0.70RM + EA RB = -1.8% + 0.90RM + eB Om = 22%; R-square A = 0.20; R-squares = 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.) Risk for A Risk for B Systematic Firm-specific