Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.5% +0.65RM + RB =-1.6% +0.80RM + B = 218; R-square = 0.22; R-squareg = 0.14 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.) > Answer is complete but not entirely correct. Covariance Correlation coefficient 229.3200 0.1755