Suppose that the index model for stocks A and B is estimated from excess returns with the following results: ea RA 1.5% + 0.55RM + RB = -1.4% + 0.6RM + eB OM 18%; R-square A 0.25; 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