Given the following Index models for assets A and B, derived from their excess returns: RA= 3% +0.6Rm+eA Rg = -2% +1.1RM +eB And, OM = 20% What is the covariance between the two assets? Multiple Choice 0.0264 +/- 0.002 0.2363 +/-0.002 0.0336 +/-0.002