Assume two risky assets, A and B, make up the market portfolio (i.e. the market portfolio contains only these two stocks). The market portfolio's weight on A is 45% and its weight on B is 55%. The variance of A's returns is 0.014 and the variance of B's returns is 0.029. The covariance between A and B is 0.022. What is the covariance between A and the market portfolio? (hint: there is a very similar problem on Unit 2 Lecture 3 - Practice Problems).