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

$R_A=2\mathrm{.}5\%+0\mathrm{.}60R_M+e_A$

$R_B=-1\mathrm{.}5\%+0\mathrm{.}70R_M+e_B$

${}_M=()A()B$

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.

$\backslash$table$[[,$Covariance$],[$Stock A$,],[$Stock B$,]]$