Suppose that the index model for stocks A and B is estimated from excess returns with the following results: AA = 3% + 0.7A# + A Ag = -2% + 1.2R# + 9 # = 20%; A-square A = 0.20; A-squareg = 0.12 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.) Covariance Stock A Stock B