ter 8 & 9 Saved Suppose that the index model for stocks A and B is estimated from excess returns with the following results: FA = 3.8% + 1,85FM + A Rg - -1.2% + 1.2 + CB OM - 29%; R-square - 0.29; R-squareg - 0.14 Break down the variance of each stock to the systematic and firm-specific components. (Do not round intermediate calculation Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Risk for A Risk for B Systematic Firm-specific