Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.6% + 0.90RM + eA RB = –2.0% + 1.2RM + eB ?M = 26%; R-squareA = 0.21; R-squareB = 0.12 Break down the variance of each stock to the systematic and firm-specific components.