Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=1.5%+0.55RN+eARB=1.45+0.60RH+eBM=185;RsquareA=0.25;RsquareB=0.16 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