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The index model has been estimated for stocks A and B with the following results: RA 0.12 +0.680RM+ eA RB 0.04+1.528RM+ eB (eA)-0.20 aleB 0.10

The index model has been estimated for stocks A and B with the following results: RA 0.12 +0.680RM+ eA RB 0.04+1.528RM+ eB (eA)-0.20 aleB 0.10 What is the correlation coefficient between the two stocks? (Round your answer to 4 decimal places.) Correlation coefficient

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