Question 22 The index model has been estimated for stocks A and B with the following results: RA - 0.01 +0.8Rj+ex Rg 0.02 +1.1 RM + eg OM +0.30 olen) - 0.20 cleo) -0.10. The covariance between the returns on stocks A and B is 0.0406. O 0.0050 0.1920 0.0384 0.0792