The index model has been estimated for stocks A and B with the following results: RA = 0.03 + 0.7RM + eA. RB = 0.01 +0.9RM + eB. OM = 0.35; (ea) = 0.20; (EB) = 0.10. The covariance between the returns on stocks A and B is Spreadsheet 15437.xlsx 0.4000. 0.0406. 0.0772 0.0384 0.1920