Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.8% + 1.25RM + eA RB = 1.8% + 1.60RM + eB M = 18%; R-squareA = 0.24; R-squareB = 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