Ch 6 Single Index Covariance 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: RA= 0.01 +1.32RM EA, R2 -56% RB = 0.01 +0.8RM +EB, R2 =72% The covariance between Stock A and Stock B is %.round your answer to two decimal places) Numeric Response