Question: What are the covariance and correlation coefficient between the two stocks? Suppose that the index model for stocks A and B is estimated from excess

What are the covariance and correlation coefficient between the two that the index model for A and B is estimated from excess returns with the following results:
RA = 3% 1 .7RM + eA
RB = 22% 1 1.2RM + eB
σM = 20%; R-squareA 5 .20; R-squareB = .12

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