HW 4 Chapter 8 & 9 Saved Help Save & Exit Submit Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 3 RA = 4.5% + 1.40RM + A RB = -2.2% + 1.70RM + eB OM = 24%; R-squarea = 0.30; R-squares = 0.20 9.09 points 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.) eBook Risk for A Risk for B Print Systematic Firm-specific References