The index model has been estimated for the returns of stocks A and B, denoted by R_A and R_B, on the return on the market denoted by R_M, with the following results: R_A = 0.01 + 0.5R_M + e_A. R_B = 0.02 + 1.3R_M + e_B. The standard deviation of market returns is 0.25; the idiosyncratic risk (standard deviation of e_A) of stock A is 0.20; and that for stock B is 0.10. The covariance between the returns on stocks A and B is

.