Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

RA = 2.5% + 0.95RM + eA

RB = 1.8% + 1.1RM + eB

M = 27%; R-squareA = 0.23; R-squareB = 0.11

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 .0658 .0882

Firm-specific

I found the systematic Risk, can't figure out firm-specific please help thanks!