Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA- 2.5% + 0.68RM + eA 19%; R-squareA = 0.24; R-squareg = 0.18 - 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