Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.58+0.95RM+eARB=1.84+1.10RM+eBM=27V;R-square=0.23;RsquareB=0.11 What is the covariance between each stock and the market index? Note: Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20%. Do not round your intermediate calculations. Round your answers to nearest whole number