Not yet answered Points out of 2.00 p Flag question The index model has been estimated for stocks A and B with the following results. RA= 0.01 +0.5Rm+eA: RB = 0.02 +1.3Rm+eb. Om = 0.25; o(ea) = 0.20; oeb) = 0.10. The covariance between the returns on stocks A and B is Select one: O A. 0.1920. OB. 0.0384. C. 0.0406. OD. 0.0050. E. 0.4000