For the next 3 questions: Stocks A and B are a part of the S&P500 value-weighted index (represented as M). The Sharpe ratio of the index is 0.43. Applying the single-index model (SIM) to the returns on the stocks in the index, you obtain the following results for stocks A and B: RA = 0.015+ 2.35RM + A () = 0.33 RB = 0.032+1.25RM + B (eB) = 0.25 OM = 0.20 What is the covariance between the returns on stock A and the stock market (in decimals)? 0.940 0.094 0.0094 Need more information to determine this.