The index model has been estimated for stocks A and B with the following results RA = 0.05 + 0.64RM + eA. RB = 0.03 + 1.31RM + eB. OM = 0.36; 0(2A) = 0.17; o(eB) = 0.06. 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