Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 2.2% + 0.80RM + EA Rg = -2.2% + 1.2 RM + eB OM - 24%; R-squareA - 0.16; R-squares - 0.12 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 Firm-specific