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

$R_A=3\mathrm{.}6\%+1\mathrm{.}20R_M+e_A$

$R_B=-1\mathrm{.}6\%+1\mathrm{.}50R_M+e_B$

${}_M=16\%$;$R-$square $A=()A$

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 $"$ for calculation if standard deviation is provided as $20\%.$ Round your answers to nearest whole number.

$\backslash$table$[[,$Risk for A$,$Risk for B$],[$Systematic$,369,],[$Firm$-$specific,,$]]$