Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.4% + 1.15RM + eA RB = -1.5% + 1.3RM + eB OM = 15%; R-squarea = 0.26; R-squares = 0.16 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