Consider the following three-index model. The betas are for two assets, A and B:

	I1	I2	I3
st. dev.	0.10	0.25	0.15
betas of A	-0.20	2.20	-0.60
betas of B	2.60	1.50	-1.40

The standard deviation of the firm specific risk of both assets is 0.06 (in decimal form). What is the covariance of assets A and B?

Please post steps :)