covariance is right but coefficient is wrong

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=1.5%+0.55RM+eARB=1.4%+0.60RM+eBM=18%;RsquareA=0.25;R-squareB=0.16 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.)