Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.8%+1.00RM+eARB=1.0%+1.30RM+eBM=18%;RsquareA=0.27;RsquareB=0.13 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.)