Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.0% + 1.05RM + eA RB = 1.2% + 1.20RM + eB M = 29%; R-squareA = 0.29; R-squareB = 0.14 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.)