Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.2% + 0.80RM + eA RB = -2.2% + 1.20RM + eB OM = 24%; R-squarea = 0.16; R-squared = 0.12 What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Covariance Correlation coefficient