Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.2% + 1.20RM +eA Rg -1.4% +1.25RM +eB M = 30%; R-squareA -0.28; R-squareg - 0.10 What is the correlation coefficient between the two stocks? O 0.1080 O 0.1125 O 0.1350 O 0.1673 0.1728 None of the above