Suppose that the index model for stocks A and B is estimated from excess returns with the following results RA = 1.0% + 0.45RM + EA RB = -1.0% + 1.0RM + eb OM = 16%; R-square A = 0.28; R-squarep = 0.21 What is the covariance between each stock and the market index? (Calculate using numbers in decimal fo not round your intermediate calculations. Round your answers to 3 decimal places.) Covariance Stock A Stock B