Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.08+1.1RM+eARB=1.28+1.2RM+eBM=298;R-squareeA=0.29;R-squareeB=0.14 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.)