Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA 5.0% +1.3RM + -2.0% +1.6RM + eB RB - M 20%; R-squareA = 0.20; R-squareg 0.12 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