Suppose that the index model for stocksAandBis estimated from excess returns with the following results:

R_A= 3.2% + 1.10R_M+e_A

R_B= -1.4% + 1.25R_M+e_B

_M= 30%;R-square_A= 0.28;R-square_B= 0.12

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.)