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Please help to solve this problem. Please provide me the correct calculation.

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(123- Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 3.4% + 1.1512,, + an -1.5% + 1.3012,, + e-El 15%; R-squarea = 0.26; litsquare:B = 0.16 R3 R3 on 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.) Correlation coefcient _ Q24 - If the simple CAPM is valid, is the situation shown below possible? Portfolio Expected Return Beta Risk free 10% 0 Market 1 8% 1 . 0 A 16% . 9 0 Possible O Not possible