Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.88+1.25RM+eARB=1.88+1.60RM+eBM=188;RsquareeA=0.24;R-8quareB=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.)