ew Policies urrent Attempt in Progress Given the returns and probabilities for the three possible states listed below, calculate the covariance between the returns of Stock A and Stock B.For convenience, assume that the expected returns of Stock A and Stock Bare 10.50 percent and 14.00 percent respectively. (Round answer to 4 decimal places, eg. 0.0768.) Return on Stock A Return on Stock B Probability Good 0.20 0.30 0.50 OK 0.70 0.10 0.10 Poor 0.10 0.25 -0.30 Covariance