Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.5% + 0.65RM + eA RB = -1.6% + 0.8RM + eB OM = 21%; R-square a = 0.22; R-squares = 0.14 What is the covariance between each stock and the market index? (Calculate using numbers in decimal form, not percentages. Do not round your intermediate calculations. Round your answers to 3 decimal places.) Covariance Stock A Stock B