The index model has been estimated for stocks A and B with the following results: Return of Stock A: RA= 0.0002 + 1.2RM + eA. Return of Stock B: RB = 0.00011 +0.9RM + es. While the standard deviations are given by: SDM= 0.4; SD(ea) = 0.20; SD(es) = 0.10. The covariance between the returns on stocks A and B is O a None of the given choices is correct Ob 0.041 OC. 0.732 od 0.173 Oe. 0.432