Suppose that the index model for stocks A and B is estimated from excess returns with the following results: R_A = 3.2% + 1.20R_M + e_A R_B = 1.4% + 1.25R_M + e_{B M} = 30%; R-square_A = 0.28; R-square_B = 0.10

What is the correlation coefficient between the two stocks?