The index model has been estimated for stocks A and B with the following results: RA= 0.01 + 0.8RM+ eA RB= 0.02 + 1.1RM+ eB The standard deviation of the market index is 26%; the residual standard deviation of the error terms for stock A is 25%; the residual standard deviation of the error terms for stock B is 18%. What is the covariance between the returns on stocks A and B? what is your best estimate of the total variance of the excess returns on stock B?