Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.08+1.05RM+eARB=1.28+1.20RM+eBN=298;R-square=0.29;R-squareeB=0.14 Break down the variance of each stock to the systematic and firm-specific components. (Do not round intermediate caiculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.)