Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.8% + 1.0RM + eA RB = -1.0% + 1.3RM + eB M = 18%; R-squareA = 0.27; R-squareB = 0.13 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.)