The index model has been estimated for stocks A and B with the following results RA = 0.04 + 0.33RM + eA. RB = 0.04 + 1.28RM + eB. M = 0.38; (eA) = 0.29; (eB) = 0.07. 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.