Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R_A = 1.0% + 0.5R_M + e_A R_B = -1.0% + 1.0R_M + e_{B M} = 16%; R-square_A = 0.28; R-square_B = 0.21 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.)