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What size are Servo screws?

I have some airtronic 94102z servo. What the screw size for the servo horn so I can connect it to stuff and also the screw size for the center of the servo?  I wasn't sure if all servo were pretty much the same except for the micro of course.  I did manage to find some for the center which are 4-40x1.  They seem to be ok so I'm sure if might work, but I want to find out from the experts out there.  Also where would be the best place to get screws for servo horns locally.  Thanks for your help.