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Suppose that the index model for stocks A and B is estimated from excess returns...

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 2.5% + 0.6ORM + A RB -1.5% + 0.70RM + es OM = 19%; R-square A = 0.24; R-squareg = 0.18 = What is the covariance between each stock and the market index? (Calculate using numbers in decimal form, not percentages. Do not round your intermediate calculations. Round your answers to 3 decimal places.) Covariance Stock A Stock B

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