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

RA = 3.4% + 1.15RM + eA

RB = -1.5% + 1.3RM + eB

M = 15%; R-squareA = 0.26; R-squareB = 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