Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.0% +1.1RM + CA Rg -1.2% +1.2RM + eB OM 29%; R-square 0.29; R-squareg = 0.14 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 0.031 0.038