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

$R_A=4\mathrm{.}0\%+0\mathrm{.}50R_M+e_A$

$R_B=-1\mathrm{.}2\%+0\mathrm{.}70R_M+e_B$

${}_M=17\%$;$R-$square $A=0\mathrm{.}26$;$R-$square $B=0\mathrm{.}18$

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.

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