value: 10.00 points Suppose that the index model for stocks A and B is estimated from excess returns with the following results: Ra = 2.0% + 040RM + eA On,-15.0%; R-square,-0.30; R-squareB :0.22 What is the covariance between each stock and the market index? (Calculate using numbers in decimal form, not percentages. Do not round your intermediate calculations. Round your answers to 3 decimal places.) Covariance Stock A Stock B References eBook &Resources Difficulity:2 Intermediate Worksheet