Question 3 1 pts You work for the European Central Bank (ECB) and you have just estimated an index model for stocks A and B with the following results: RA = 0.03 + 0.7RM + ea. RB = 0.01 + 0.9RM + es. OM = 0.35; o (CA) 0.20; o (es) = 0.10. The covariance between the returns on stocks A and B is 0.0406. 0.0772. 0.0384. 0.4000. 0.1920