Question: Additional Problem 8-3 The index model has been estimated for stocks A and B with the following results: RA=0.12 +0.620RM+eA RB=0.04 +1.432RM+ eB OM=0.280 olea)

Additional Problem 8-3 The index model has been estimated for stocks A and B with the following results: RA=0.12 +0.620RM+eA RB=0.04 +1.432RM+ eB OM=0.280 olea) = 0.20 oleg) = 0.10 What is the covariance between each stock and the market index? (Round your answers to 4 decimal places.) Stock A covariance Stock B covariance

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