Question: Check my work Problem 8-11 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA

Check my work Problem 8-11 Suppose that the index model for

Check my work Problem 8-11 Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.2% + 0.80RM + eA RB = -2.2% + 1.20RM + eB OM 24%; R-squarea = 0.16; R-squares = 0.12 What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.) Covariance Correlation coefficient

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