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

R_A = 3% + 0.90R_M + e_A

R_B = 2.0% + 1.20R_M + e_B

_M = 26%; R-square_A = 0.21; R-square_B = 0.12

What are the covariance and correlation coefficient between the two stocks? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answers to 4 decimal places.)

please this is the 3rd i am posting this same question