Given the information below, how do i calculate the covariance between each asset and the market? in order to calculate the beta of each asset and therefore the return of each asset.

There are 2 risky assets in the market, A and B. The information and CAPM estimates for A and B are:

A: market cap=100m, variance= 0.09

B: market cap=400m, variance= 0.01

covariance between A and B = 0.2

expected market return = 20%

risk free rate = 10%

the manager believes that B will outperform A by 5% with uncertainty measured in variance 0.0005. He has also assigned the error of estimating the CAPM model in terms of variance to be 0.01