Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.51+0.95RM+eARB=1.88+1.10RM+eBM=271;R-nquareA=0.23{R-tquareeB=0.11 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.) Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.01+1.1RM+eARB=1.21+1.2RM+BM=291;R-square=0.291R-squareB=0.14 What is the covariance between each stock and the market index? (Calculate using numbers in decimal form, not percentages, D. not round your intermediate calculations. Round your answers to 3 decimal'places.)