Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3% + 0. 7RM + eA RB = -28 + 1. 2RM + eB OM = 20%; R-squareA = 0.20; R-square = 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