The index model has been estimated for stocks A and B with the following results:

RA $=0\mathrm{.}12+0\mathrm{.}680$RM $+$ eA

RB $=0\mathrm{.}04+1\mathrm{.}528$RM $+$ eB

$\backslash$sigma M $=0\mathrm{.}340$

$\backslash$sigma $($eA$)=0\mathrm{.}20$

$\backslash$sigma $($eB$)=0\mathrm{.}10$

What is the covariance between each stock and the market index?

Note: Round your answers to $4$ decimal places.