Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 4.5% + 140RM + eA RB_-2.2% + 1.1RM + eB 24%; R-square" 0.30, R-squareB-0.20 - What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Covariance Correlation coefficient