6 Problem 8-11 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 10 points RA = 3.0% + 1.05RM + eA RB = -1.2% + 1.20RM + eB OM = 29%; R-squarea = 0.29; R-squarep = 0.14 eBook What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Print Covariance References Correlation coefficient