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The standard deviation of the market index is 25%, and the regression analysis of the single index model for Stocks A and B show the

The standard deviation of the market index is 25%, and the regression analysis of the single index model for Stocks A and B show the following results:

R_A = 0.01 +0.74R_M +e_A , R²=56%

R_B = 0.01 +0.8R_M +e_B , R²=72%

The covariance between Stock A and Stock B is _________ %.( round your answer to two decimal places)

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