Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: RA= 1.6% +0.7RM + eA RB = -1.8% + 0.9RM + eB OM 22%; R-square = 0.20; R-squarep = 0.15 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