Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.28+0.80RM+eARB=2.28+1.20RM+eBM=248;R-squareeA=0.16;-squareB=0.12 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.)