please quickly

The index model has been estimated for stocks A and B with the following results:RA= 0.03 + 0.7RM+ eA, RB= 0.01 + 0.9RM+ eB, Risk of the market= 0.35, Risk of Stock A = 0.20, Risk of stock B = 0.10. The covariance between the returns on stocks A and B is ___________.

Select one:

a. 0.0772

b. 0.0384

c. 0.1920

d. 0.0406