Suppose that the index model for stocks A and Bis estimated from excess returns with the following results: BA = 5.0 +1.38RN + CA Rg -2.04 + 1.6BRM + es OM 2003 R-square - 0.20; R-squares - 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.) Covariance Correlation coefficient