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 B are 10,50 percent and 14.00 percent. respectively. (Round answer to 4 decimal places, c.8. 0.0768.) Return on Stock 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