Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=4.5x+1.40RM+eARB=2.2x+1.70HA+eBOM=24x;R-squareA=0.30;A-squareg=0.20 What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculat using numbers in decimal form, not percentoges. Round your answers to 4 decimal ploces.)