Suppose that the index model for stocksAandBis estimated from excess returns with the following results:

R_A= 3.0% + 1.05R_M+e_A

R_B= -1.2% + 1.2R_M+e_B

_M= 29%;R-square_A= 0.29;R-square_B= 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.)

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: HA 2 3.0% 41-0535!" GA 33 = 'l. 2% + 1.23;!" 6'3 0.1!: 29%: RsquareA = 0. 29; Rsquareg = D. 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.) Covarianoe