Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.4% + 1.15 RM + EA RB = -1.5% + 1.30RM + eB OM = 15%; R-squareA = 0.26; R-squarep = 0.16 What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Covariance Correlation coefficient