Chapter 8 Assignment i Saved Help Save & Exit Submit Check my work UT Problem 8-10 2.08 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: points RA = 3.0% + 1.05RM + eA RB = -1.2% + 1.2RM + eB OM = 29%; R-squarea = 0.29; R-squares = 0.14 eBook 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.) Print Risk for A Risk for B References Systematic Firm-specific