Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 1.6% + 0.70RM + eA RB = -1.8% + 0.9RM + eB OM - 227; R-square A = 0.20; R-squares - 0.15 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