Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: RA-2.5% + 0.95RM + eA oh" 27%; R-square' 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 Firm-specific