the choices (pick one):

a. -0.335

b. 0

c. 0.029

d. 0.335

e. 0.285

f. -1.675

g. 1

h. -0.034

1.667 0.0% 3.39 7.2% 166 Suppose that stock excess-returns can be explained by a single index model. Use the following data: Stock A Stock B Market Alpha 5% 0% Beta -0.50 1.70 R? 0.12 0.94 Standard Deviation 29% 35% 20% What is the covariance between stocks A and B according to the single index model? Choose the closest option -0.335 0.000