HW 4 Chapter 8 & 9 Saved Help Help Save & Exit Submit Suppose that the index model for stocks A and B is estimated from excess returns with the following results: 4 RA - 4.5% + 1.40RM + en RB = -2.2% + 1.70RM + eB OM = 24%; R-squares = 0.30; R-squares = 0.20 9.09 points 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.) eBook Print Covariance Correlation coefficient References