Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.8h+1.2RY+eARB=1.8t+1.6RM+eBM=18%;R5quareA=0.24;A5quareB=0.18 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.)