Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.5% + 0.55RM + eA RB = 1.4% + 0.60RM + eB M = 18%; R-squareA = 0.25; R-squareB = 0.16 Break down the variance of each stock to the systematic and firm-specific components.