Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.21+1.10RM+eARB=1.41+1.25RM+eBoM=300;R-squareA=0.28;R-squareB=0.12 Break down the variance of each stock to the systematic and firm-specific components. Note: Do not round intermediate calculations. Calculate using numbers as percentages. For example, use "20" for the calculation if the standard deviation is provided as 20%. Round your answers to the nearest whole number. Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.21+1.10RM+eARB=1.41+1.25RM+eBoM=300;R-squareA=0.28;R-squareB=0.12 Break down the variance of each stock to the systematic and firm-specific components. Note: Do not round intermediate calculations. Calculate using numbers as percentages. For example, use "20" for the calculation if the standard deviation is provided as 20%. Round your answers to the nearest whole number