Question: please help Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.08+0.7RM+eARB=2.08+1.2RM+eBM=208;Rs-suareeA=0.20;R-squareeB=0.12 What is the

please help please help Suppose that the index model for stocks A and B

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=3.08+0.7RM+eARB=2.08+1.2RM+eBM=208;Rs-suareeA=0.20;R-squareeB=0.12 What is the covariance between each stock and the market index? (Calculate using numbers in decimal form, not percentages. not round your intermediate calculations. Round your answers to 3 decimal places.)

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