Suppose that the index model for stocks A and B is estimated from excess returns with the following results:

R_A = 2.5% + 0.60R_M + e_A

R_B = 1.5% + 0.70R_M + e_B

_M = 19.0%; R-square_A = 0.24; R-square_B = 0.18

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