Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.0% + 0.5RM + eA RB = -1.0% + 1.0RM + eB M = 16%; R-squareA = 0.28; R-squareB = 0.21 What is the covariance for Stock A and Stock B?(Calculate using numbers in decimal form, not percentages. Do not round your intermediate calculations. Round your answers to 3 decimal places.)