Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA 3.28 1.10RM + RB 1.4% +1.25RM + B 30%; R-squar = 0.28; R-squareB = 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.) Covariance Correlation coefficient