The index model has been estimated for stocks A and B with the following results:

$R_A=0\mathrm{.}12+0\mathrm{.}660R_M+e_A$

$R_B=0\mathrm{.}04+1\mathrm{.}496R_M+e_B$

${}_M=0\mathrm{.}320$

$(e_A)=0\mathrm{.}20$

$(e_B)=0\mathrm{.}10$

What is the covariance between each stock and the market index?

Note: Round your answers to $4$ decimal places.