Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.0% + 0.7RM + eA RB = -2.0% + 1.2 RM + eB OM = 20%; R-square A = 0.20; R-squares = 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