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

$R_A=1\mathrm{.}0\%+0\mathrm{.}45R_M+e_A$

$R_B=-1\mathrm{.}0\%+1\mathrm{.}00R_M+e_B$

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

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

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

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