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

R_A = 5.0% + 1.30R_M + e_A

R_B = -2.0% + 1.6R_M + e_B

_M = 20%; R-square_A = 0.20; R-square_B = 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.)