The index model has been estimated for stocks A and B with the following results RA=0.04+0.41RM+eA.RB=0.01+0.98RM+eB.O=0.32;(eA)=0.19;(eB)=0.09. The covariance between the returns on stocks A and B is Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321