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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=1.00+0.5RM+eXRB=1.08+2.0RM+eBoM=16viR-oquare=0.28yR-nquare=0.21 What is the covariance between

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=1.00+0.5RM+eXRB=1.08+2.0RM+eBoM=16viR-oquare=0.28yR-nquare=0.21 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.)

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