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

$R_A=0\mathrm{.}03+0\mathrm{.}7R_M+{}_A$

$R_B=0\mathrm{.}01+0\mathrm{.}9R_M+{}_B$

${}_M=0\mathrm{.}35$;$({}_A)=0\mathrm{.}20$;$({}_B)=0\mathrm{.}10$

Find the covariance between the returns on stocks A and $B$ :