Suppose that the index model for stocks A and $B$ is estimated from excess returns with the following results:

$R_A=3\mathrm{.}2\%+1\mathrm{.}10R_M+e_A$

$R_B=-1\mathrm{.}4\%+1\mathrm{.}25R_M+e_B$

${}_M=30\%$;$R-$square $A=()A$

What is the covariance between each stock and the market index?

Note: Calculate using numbers in decimal form, not percentages. For example use $"20"$ for calculation if standard deviation is provided as $20\%.$ Do not round your intermediate calculations. Round your answers to nearest whole number.

Answer is complete but not entirely correct.

$\backslash$table$[[,$Covariance$],[$Stock A$,93x$