Next year, the economy is expected to be in recession with probability $0\mathrm{.}3$ and in expansion with probability $0\mathrm{.}7.$ In the case of recession, the return on stock X is expected to be $-5\%$ and the return on stock Z is expeceted to be $3\%.$ In the case of expansion, the return on stock X is expected to be $15\%$ and the return on stock Z is expeceted to be $6\%.$ Find the covariance of the returns on X and Z$."$

$0\mathrm{.}0014$

$0\mathrm{.}0005$

$0\mathrm{.}0009$

$0\mathrm{.}0010$

$0\mathrm{.}0013$