Question: 1: Chapter 86 Saved Help Suppose that the index model for stocks A and B is estimated from excess returns with the following results RA

1: Chapter 86 Saved Help Suppose that the index model for stocks A and B is estimated from excess returns with the following results RA - 1.8% 9.HR + A RB 3.0 + 1.1RM + OM 233; R-sware - 0.18 R-squareg - 0.10 What is the covariance between each stock and the market Index? (Calculate using numbers in decimal form, not percentages. De not round your intermediate calculations. Round your answers to 3 decimal places) 3:05 A5 ook Covariance merkes StockA Stocks

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